+113.6%
KEY vs ES
+82.6%
+31.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +7.2% | +5.7% | +1.5% | +4.9% |
| 3M | -4.9% | -2.8% | -2.1% | -4.1% |
| 6M | +1.1% | +7.0% | -5.9% | -1.8% |
| YTD | +6.8% | +6.8% | 0.0% | +3.3% |
| 1Y | +23.3% | -0.5% | +23.8% | +21.7% |
| 3Y | +126.1% | +47.2% | +78.9% | +86.1% |
| 5Y | +15.2% | +2.3% | +12.9% | +8.6% |
| 10Y | +113.6% | +85.6% | +27.9% | +137.7% |
| All | +113.6% | +82.6% | +31.0% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling