+59.6%
KEYS vs ES
-1.6%
+61.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.0% |
| 7D | -14.8% | +5.3% | -20.1% | -14.2% |
| 30D | -25.6% | +8.9% | -34.5% | -24.8% |
| 3M | -16.2% | -1.9% | -14.3% | -15.7% |
| 6M | -18.6% | +3.9% | -22.5% | -18.8% |
| YTD | +40.7% | +8.3% | +32.4% | +40.4% |
| 1Y | +59.6% | -0.1% | +59.7% | +60.3% |
| All | +59.6% | -1.6% | +61.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling