+113.6%
KEY vs ESI
+323.5%
-209.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | -0.2% |
| 7D | -0.4% | -3.5% | +3.1% | +1.2% |
| 30D | +7.2% | -9.3% | +16.5% | +12.0% |
| 3M | -4.9% | -12.8% | +7.9% | +0.6% |
| 6M | +1.1% | -24.6% | +25.7% | +13.0% |
| YTD | +6.8% | +32.7% | -25.9% | -19.5% |
| 1Y | +23.3% | +20.3% | +3.0% | -1.5% |
| 3Y | +126.1% | +80.2% | +45.9% | +33.0% |
| 5Y | +15.2% | +40.0% | -24.8% | -21.1% |
| 10Y | +113.6% | +310.8% | -197.2% | -24.0% |
| All | +113.6% | +323.5% | -209.9% | -24.0% |
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