+13.9%
KEY vs ESTC
-52.1%
+66.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +0.5% | -3.6% | +4.1% | +1.1% |
| 30D | +6.9% | -11.2% | +18.0% | +8.6% |
| 3M | -5.0% | +14.3% | -19.3% | -7.9% |
| 6M | +0.7% | +67.0% | -66.3% | -8.8% |
| YTD | +6.5% | +15.7% | -9.2% | +1.7% |
| 1Y | +22.6% | -6.3% | +28.9% | +21.0% |
| 3Y | +125.3% | +14.5% | +110.8% | +105.7% |
| 5Y | +13.9% | -49.9% | +63.8% | -2.4% |
| All | +13.9% | -52.1% | +66.0% | -2.4% |
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 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