+90.1%
KEYS vs ESI
+67.8%
+22.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | +3.5% | -4.6% | +8.1% | +6.2% |
| 30D | -4.5% | -10.5% | +6.0% | +1.5% |
| 3M | -0.4% | -19.8% | +19.4% | +12.2% |
| 6M | +19.1% | +5.8% | +13.3% | +14.7% |
| YTD | +66.7% | +38.3% | +28.4% | +38.4% |
| 1Y | +96.5% | +31.5% | +64.9% | +66.9% |
| 3Y | +155.2% | +80.7% | +74.5% | +79.9% |
| All | +90.1% | +67.8% | +22.3% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling