+53.5%
KEY vs ESTC
+24.7%
+28.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | +6.7% | -8.6% | +15.3% | +8.1% |
| 3M | -4.6% | +14.4% | -19.0% | -7.8% |
| 6M | +2.6% | +73.3% | -70.7% | -8.6% |
| YTD | +7.0% | +15.7% | -8.8% | +1.5% |
| 1Y | +23.5% | -7.6% | +31.0% | +21.7% |
| 3Y | +126.4% | +14.6% | +111.8% | +104.4% |
| 5Y | +13.0% | -50.0% | +63.1% | +11.6% |
| All | +53.5% | +24.7% | +28.8% | 0.0% |
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