+95.7%
KEYS vs ES
+17.2%
+78.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | -0.1% | +1.5% | -1.6% | -0.8% |
| 6M | +17.4% | -3.5% | +20.9% | +16.4% |
| YTD | +62.9% | +7.0% | +55.9% | +61.2% |
| 1Y | +95.7% | +15.3% | +80.4% | +89.7% |
| All | +95.7% | +17.2% | +78.6% | +89.7% |
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