+83.7%
KEYS vs ES
-2.9%
+86.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | -2.2% | -1.2% | -1.1% | -2.0% |
| 3M | +0.5% | +5.0% | -4.4% | -0.9% |
| 6M | +22.4% | -2.8% | +25.2% | +22.6% |
| YTD | +64.1% | +8.6% | +55.5% | +60.0% |
| 1Y | +97.0% | +18.9% | +78.0% | +86.6% |
| 3Y | +152.0% | +32.1% | +119.9% | +127.3% |
| 5Y | +83.7% | -5.1% | +88.8% | +78.7% |
| All | +83.7% | -2.9% | +86.6% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling