+212.7%
KEEL vs ESTC
+7.0%
+205.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.7% | -6.2% |
| 7D | +2.7% | -13.2% | +15.8% | +7.1% |
| 30D | +4.6% | +9.3% | -4.8% | -0.9% |
| 3M | -34.5% | +37.3% | -71.8% | -43.5% |
| 6M | +59.3% | +61.0% | -1.7% | +27.3% |
| YTD | +46.4% | +10.7% | +35.7% | +34.8% |
| 1Y | +96.6% | -7.2% | +103.7% | +92.0% |
| All | +212.7% | +7.0% | +205.7% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling