+934.2%
KEYS vs ELF
+357.0%
+577.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.1% |
| 7D | +2.3% | +5.4% | -3.1% | +1.5% |
| 30D | -2.6% | +27.0% | -29.6% | -6.2% |
| 3M | -4.6% | +113.2% | -117.8% | -15.3% |
| 6M | +8.7% | +36.6% | -27.8% | +2.5% |
| YTD | +61.0% | +44.2% | +16.8% | +50.0% |
| 1Y | +96.0% | -18.0% | +114.0% | +95.4% |
| 3Y | +144.4% | -19.9% | +164.3% | +129.1% |
| 5Y | +80.5% | +257.7% | -177.2% | +28.4% |
| All | +934.2% | +357.0% | +577.2% | +567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling