+1,020.9%
KEYS vs ES
+83.1%
+937.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | -0.1% | +1.5% | -1.6% | -1.0% |
| 6M | +17.4% | -3.5% | +20.9% | +17.9% |
| YTD | +62.9% | +7.0% | +55.9% | +58.6% |
| 1Y | +95.7% | +15.3% | +80.4% | +85.3% |
| 3Y | +150.2% | +30.2% | +120.0% | +123.8% |
| 5Y | +83.1% | -4.3% | +87.4% | +79.6% |
| 10Y | +1,020.9% | +87.5% | +933.4% | +878.8% |
| All | +1,020.9% | +83.1% | +937.8% | +878.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling