+18.5%
KEY vs ESI
+39.5%
-21.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +2.7% | +5.4% | -2.6% | +1.9% |
| 30D | -3.2% | -4.2% | +1.0% | -2.6% |
| 3M | +1.0% | -9.6% | +10.6% | +1.6% |
| 6M | +11.9% | +18.3% | -6.5% | +4.4% |
| YTD | +8.7% | +45.8% | -37.1% | -6.8% |
| 1Y | +18.5% | +39.2% | -20.7% | +2.1% |
| All | +18.5% | +39.5% | -21.1% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling