+14.5%
KEY vs ESI
+36.5%
-22.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +2.9% | +5.5% | -2.6% | +0.3% |
| 30D | +8.4% | -7.8% | +16.2% | +11.7% |
| 3M | -5.8% | -15.0% | +9.2% | +0.3% |
| 6M | +5.4% | -24.9% | +30.3% | +16.7% |
| YTD | +7.1% | +33.2% | -26.2% | -19.3% |
| 1Y | +26.8% | +24.9% | +1.9% | -0.8% |
| 3Y | +128.7% | +77.8% | +50.9% | +32.6% |
| All | +14.5% | +36.5% | -22.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling