+115.0%
KEY vs ESTC
+15.4%
+99.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.9% |
| 7D | -2.5% | -18.5% | +16.0% | +0.4% |
| 30D | +4.1% | -11.0% | +15.1% | +5.6% |
| 3M | -8.4% | +20.8% | -29.1% | -11.9% |
| 6M | -2.3% | +67.9% | -70.2% | -11.7% |
| YTD | +4.6% | +11.6% | -7.0% | +0.9% |
| 1Y | +24.6% | -3.3% | +27.8% | +23.0% |
| All | +115.0% | +15.4% | +99.6% | +93.8% |
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