+58.2%
KEYS vs ESI
+36.5%
+21.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.7% |
| 7D | +9.4% | +5.5% | +3.9% | +6.1% |
| 30D | -16.8% | -7.8% | -9.0% | -12.4% |
| 3M | -15.9% | -15.0% | -0.9% | -7.5% |
| 6M | -17.6% | -24.9% | +7.3% | -3.3% |
| YTD | +46.5% | +33.2% | +13.3% | +24.1% |
| 1Y | +66.9% | +24.9% | +41.9% | +46.1% |
| 3Y | +141.4% | +77.8% | +63.6% | +70.5% |
| All | +58.2% | +36.5% | +21.7% | +23.2% |
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