+123.6%
KEY vs ESTC
+25.2%
+98.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +2.2% | -8.1% | +10.3% | +3.3% |
| 30D | -3.0% | +31.7% | -34.7% | -7.4% |
| 3M | +3.3% | +41.1% | -37.7% | -2.5% |
| 6M | +9.2% | +77.1% | -67.9% | -1.4% |
| YTD | +10.6% | +21.7% | -11.0% | +6.0% |
| 1Y | +20.4% | +8.4% | +12.0% | +16.9% |
| All | +123.6% | +25.2% | +98.4% | +108.1% |
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