+237.3%
KEEL vs ES
+30.3%
+207.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +19.3% | 0.0% | +19.3% | +19.3% |
| 30D | +9.1% | -1.0% | +10.1% | +9.3% |
| 3M | -31.5% | +1.5% | -33.0% | -32.3% |
| 6M | +75.8% | -3.5% | +79.3% | +75.9% |
| YTD | +57.9% | +7.0% | +50.9% | +52.2% |
| 1Y | +133.3% | +15.3% | +118.0% | +118.0% |
| All | +237.3% | +30.3% | +207.0% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling