+283.4%
KEEL vs ES
+16.1%
+267.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +7.8% | +0.3% | +7.5% | +7.7% |
| 30D | -11.7% | -2.0% | -9.7% | -11.5% |
| 3M | -41.5% | +1.7% | -43.2% | -41.9% |
| 6M | +54.9% | -3.5% | +58.5% | +55.0% |
| YTD | +47.7% | +7.9% | +39.8% | +44.8% |
| 1Y | +177.6% | +17.2% | +160.4% | +168.0% |
| 3Y | +164.9% | +29.3% | +135.6% | +148.6% |
| 5Y | -45.9% | -5.7% | -40.1% | -47.7% |
| All | +283.4% | +16.1% | +267.3% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling