Certificate signed by an unknown authority in keychain after upgrading to El Capitan
You may check the validity of the certificate including the certificate chain  here: 

DigiCert® SSL Installation Diagnostics Tool  



or here: 

Check your web servers encryption



Both checks show the same chain with different results though:

The certificate ENTIDAD PUBLICA EMPRESARIAL RED.ES as well as the intermediate certificate AC Componentes Informáticos seem to be ok.
SSL-Tools and OS X El Capitan can't properly detect the validity of the root certificate though.