+128.5%
KEY vs ESI
+84.3%
+44.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -1.2% |
| 30D | +6.7% | -6.6% | +13.3% | +8.6% |
| 3M | -4.6% | -9.4% | +4.8% | -2.3% |
| 6M | +2.6% | -24.1% | +26.7% | +10.6% |
| YTD | +7.0% | +37.1% | -30.2% | -16.3% |
| 1Y | +23.5% | +24.5% | -1.1% | +1.7% |
| All | +128.5% | +84.3% | +44.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling