-35.3%
KEEL vs ESI
+67.8%
-103.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.2% |
| 7D | +2.9% | -4.6% | +7.5% | +8.6% |
| 30D | +0.8% | -10.5% | +11.4% | +14.9% |
| 3M | -35.3% | -19.8% | -15.5% | -16.9% |
| 6M | +59.4% | +5.8% | +53.6% | +44.3% |
| YTD | +51.9% | +38.3% | +13.6% | 0.0% |
| 1Y | +75.0% | +31.5% | +43.5% | +22.5% |
| 3Y | +224.5% | +80.7% | +143.9% | +48.3% |
| All | -35.3% | +67.8% | -103.1% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling