+59.6%
KEYS vs ESI
+27.8%
+31.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.6% | -1.7% | -3.5% |
| 7D | -14.8% | -6.6% | -8.2% | -11.1% |
| 30D | -25.6% | -10.9% | -14.7% | -20.2% |
| 3M | -16.2% | -13.8% | -2.4% | -8.6% |
| 6M | -18.6% | -21.5% | +2.9% | -6.5% |
| YTD | +40.7% | +34.7% | +6.0% | +24.3% |
| 1Y | +59.6% | +24.9% | +34.7% | +46.8% |
| All | +59.6% | +27.8% | +31.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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