+173.7%
KEY vs ESI
+195.2%
-21.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +0.5% | -6.6% | +7.1% | +3.2% |
| 30D | +6.9% | -9.8% | +16.7% | +10.8% |
| 3M | -5.0% | -11.9% | +6.9% | -1.2% |
| 6M | +0.7% | -25.1% | +25.8% | +10.1% |
| YTD | +6.5% | +31.9% | -25.4% | -11.8% |
| 1Y | +22.6% | +19.2% | +3.4% | +6.1% |
| 3Y | +125.3% | +76.2% | +49.2% | +60.9% |
| 5Y | +13.9% | +39.4% | -25.5% | -10.4% |
| 10Y | +105.3% | +304.9% | -199.6% | +8.1% |
| All | +173.7% | +195.2% | -21.6% | +56.6% |
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