-38.2%
KEEL vs ESTC
-49.0%
+10.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.7% | -5.3% |
| 7D | +2.7% | -13.2% | +15.8% | +10.6% |
| 30D | +4.6% | +9.3% | -4.8% | -5.2% |
| 3M | -34.5% | +37.3% | -71.8% | -49.2% |
| 6M | +59.3% | +61.0% | -1.7% | +8.8% |
| YTD | +46.4% | +10.7% | +35.7% | +24.1% |
| 1Y | +96.6% | -7.2% | +103.7% | +81.4% |
| 3Y | +182.0% | +7.2% | +174.8% | +89.5% |
| 5Y | -38.2% | -47.7% | +9.5% | -28.7% |
| All | -38.2% | -49.0% | +10.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling