+1,058.3%
KEYS vs ES
+126.0%
+932.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -2.6% | -2.0% | -0.7% | -2.2% |
| 3M | -4.6% | +1.7% | -6.3% | -5.5% |
| 6M | +8.7% | -3.5% | +12.3% | +9.2% |
| YTD | +61.0% | +7.9% | +53.1% | +56.7% |
| 1Y | +96.0% | +17.2% | +78.8% | +85.3% |
| 3Y | +144.4% | +29.3% | +115.1% | +120.5% |
| 5Y | +80.5% | -5.7% | +86.2% | +77.9% |
| 10Y | +974.9% | +85.2% | +889.7% | +832.2% |
| All | +1,058.3% | +126.0% | +932.3% | +851.9% |
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