+177.6%
KEEL vs ES
+16.6%
+161.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.5% |
| 7D | +7.8% | +0.3% | +7.5% | +7.8% |
| 30D | -11.7% | -2.0% | -9.7% | -11.8% |
| 3M | -41.5% | +1.7% | -43.2% | -42.1% |
| 6M | +54.9% | -3.5% | +58.5% | +54.6% |
| YTD | +47.7% | +7.9% | +39.8% | +43.4% |
| 1Y | +177.6% | +17.2% | +160.4% | +267.4% |
| All | +177.6% | +16.6% | +161.0% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling