+294.5%
KEEL vs ESTC
-2.0%
+296.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.9% | -9.2% | +12.1% | +7.9% |
| 30D | +0.8% | +8.1% | -7.2% | -7.2% |
| 3M | -35.3% | +38.5% | -73.8% | -48.9% |
| 6M | +59.4% | +57.8% | +1.6% | +14.1% |
| YTD | +51.9% | +10.5% | +41.4% | +30.8% |
| 1Y | +75.0% | -6.4% | +81.4% | +61.8% |
| 3Y | +224.5% | +4.7% | +219.9% | +142.1% |
| 5Y | -35.9% | -47.8% | +11.9% | -33.8% |
| All | +294.5% | -2.0% | +296.5% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling