-4.6%
KEY vs ESI
-9.3%
+4.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.2% |
| 7D | -0.5% | +1.8% | -2.3% | -0.8% |
| 30D | +6.7% | -6.6% | +13.3% | +6.6% |
| 3M | -4.6% | -9.4% | +4.8% | -3.1% |
| All | -4.6% | -9.3% | +4.7% | -3.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling