+184.5%
KEY vs ESI
+224.6%
-40.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -1.0% |
| 7D | +2.2% | +3.3% | -1.1% | +0.7% |
| 30D | -3.0% | -5.9% | +2.8% | -0.7% |
| 3M | +3.3% | -14.1% | +17.4% | +8.2% |
| 6M | +9.2% | +6.6% | +2.6% | +2.1% |
| YTD | +10.6% | +45.0% | -34.4% | -10.8% |
| 1Y | +20.4% | +41.5% | -21.1% | -2.5% |
| 3Y | +121.8% | +78.8% | +43.1% | +59.6% |
| 5Y | +41.1% | +70.9% | -29.8% | +3.1% |
| 10Y | +168.5% | +317.1% | -148.5% | +38.8% |
| All | +184.5% | +224.6% | -40.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling