-78.4%
KEEL vs ES
+6.6%
-84.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.7% |
| 7D | -0.5% | +2.7% | -3.2% | -1.0% |
| 30D | -27.1% | +7.6% | -34.6% | -28.4% |
| 3M | -43.8% | +0.5% | -44.3% | -44.0% |
| 6M | -55.2% | +7.6% | -62.8% | -56.5% |
| YTD | -20.9% | +10.2% | -31.1% | -24.0% |
| 1Y | -28.5% | +1.8% | -30.3% | -29.8% |
| 3Y | +66.1% | +55.4% | +10.7% | +40.9% |
| All | -78.4% | +6.6% | -84.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling