+294.5%
KEEL vs ESI
+306.9%
-12.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.4% |
| 7D | +2.9% | -4.6% | +7.5% | +7.0% |
| 30D | +0.8% | -10.5% | +11.4% | +10.9% |
| 3M | -35.3% | -19.8% | -15.5% | -22.1% |
| 6M | +59.4% | +5.8% | +53.6% | +52.8% |
| YTD | +51.9% | +38.3% | +13.6% | +19.0% |
| 1Y | +75.0% | +31.5% | +43.5% | +43.4% |
| 3Y | +224.5% | +80.7% | +143.9% | +117.1% |
| 5Y | -35.9% | +69.4% | -105.3% | -53.2% |
| All | +294.5% | +306.9% | -12.4% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling