+774.2%
KEYS vs ES
+96.6%
+677.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +16.7% | -1.1% | +17.8% | +17.0% |
| 30D | -17.8% | +8.2% | -26.0% | -19.7% |
| 3M | -14.2% | +0.6% | -14.8% | -14.6% |
| 6M | -15.9% | +6.0% | -21.9% | -17.9% |
| YTD | +49.7% | +9.3% | +40.4% | +44.5% |
| 1Y | +65.3% | +1.1% | +64.2% | +62.6% |
| 3Y | +144.9% | +51.9% | +92.9% | +108.4% |
| 5Y | +63.0% | +6.5% | +56.6% | +54.6% |
| All | +774.2% | +96.6% | +677.6% | +686.8% |
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