+981.9%
KEYS vs ES
+127.0%
+854.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.5% | +4.6% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | -19.1% | +6.7% | -25.8% | -20.6% |
| 3M | -11.1% | +0.3% | -11.4% | -11.5% |
| 6M | -16.6% | +7.4% | -24.0% | -18.8% |
| YTD | +50.4% | +8.4% | +42.0% | +45.7% |
| 1Y | +67.5% | +0.6% | +66.9% | +65.0% |
| 3Y | +146.0% | +50.6% | +95.4% | +111.7% |
| 5Y | +64.5% | +4.8% | +59.7% | +56.9% |
| 10Y | +784.1% | +93.1% | +691.0% | +658.9% |
| All | +981.9% | +127.0% | +854.9% | +785.5% |
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