+93.0%
KEY vs ES
+96.6%
-3.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | +7.1% | +8.2% | -1.1% | +4.0% |
| 3M | -5.9% | +0.6% | -6.5% | -6.3% |
| 6M | +2.2% | +6.0% | -3.8% | -0.3% |
| YTD | +6.4% | +9.3% | -2.9% | +2.0% |
| 1Y | +24.8% | +1.1% | +23.6% | +22.5% |
| 3Y | +125.2% | +51.9% | +73.3% | +83.0% |
| 5Y | +13.0% | +6.5% | +6.5% | +4.9% |
| All | +93.0% | +96.6% | -3.6% | +108.4% |
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