+312.2%
KEEL vs ESTC
+3.9%
+308.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.7% | +11.2% | +9.4% |
| 7D | +21.5% | -4.3% | +25.8% | +23.8% |
| 30D | -3.9% | +17.7% | -21.6% | -15.5% |
| 3M | -34.1% | +42.3% | -76.4% | -48.6% |
| 6M | +82.8% | +64.6% | +18.3% | +28.1% |
| YTD | +58.7% | +17.2% | +41.5% | +32.5% |
| 1Y | +191.4% | -4.2% | +195.6% | +166.0% |
| 3Y | +205.7% | +13.5% | +192.2% | +117.5% |
| 5Y | -37.0% | -45.5% | +8.5% | -36.4% |
| All | +312.2% | +3.9% | +308.3% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling