+931.7%
KEYS vs ES
+124.0%
+807.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -4.5% | +0.9% | -5.3% | -4.8% |
| 30D | -23.9% | +5.9% | -29.8% | -25.2% |
| 3M | -13.1% | -1.0% | -12.1% | -13.2% |
| 6M | -19.1% | +7.2% | -26.3% | -21.2% |
| YTD | +43.4% | +7.0% | +36.5% | +39.4% |
| 1Y | +58.8% | +0.5% | +58.4% | +56.5% |
| 3Y | +134.6% | +48.7% | +85.9% | +102.5% |
| 5Y | +58.7% | +1.9% | +56.8% | +52.5% |
| 10Y | +759.0% | +89.2% | +669.8% | +640.5% |
| All | +931.7% | +124.0% | +807.7% | +746.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling