+149.4%
KEYS vs ESI
+81.4%
+68.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +2.9% | +3.9% | -1.0% | +0.7% |
| 30D | -1.3% | -3.8% | +2.5% | +0.9% |
| 3M | -0.1% | -13.1% | +13.0% | +8.1% |
| 6M | +17.4% | +11.3% | +6.0% | +9.8% |
| YTD | +62.9% | +44.1% | +18.8% | +31.1% |
| 1Y | +95.7% | +40.3% | +55.4% | +59.2% |
| All | +149.4% | +81.4% | +68.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling