+75.8%
KEEL vs ESI
+18.3%
+57.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.5% |
| 7D | +19.3% | +3.9% | +15.4% | +15.6% |
| 30D | +9.1% | -3.8% | +12.9% | +13.7% |
| 3M | -31.5% | -13.1% | -18.4% | -23.1% |
| 6M | +75.8% | +11.3% | +64.5% | +68.4% |
| All | +75.8% | +18.3% | +57.6% | +68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling