+58.8%
KEY vs ESTC
+31.2%
+27.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +2.2% | -8.1% | +10.3% | +3.6% |
| 30D | -3.0% | +31.7% | -34.7% | -8.3% |
| 3M | +3.3% | +41.1% | -37.7% | -3.8% |
| 6M | +9.2% | +77.1% | -67.9% | -3.2% |
| YTD | +10.6% | +21.7% | -11.0% | +4.5% |
| 1Y | +20.4% | +8.4% | +12.0% | +15.3% |
| 3Y | +121.8% | +23.6% | +98.2% | +97.5% |
| 5Y | +41.1% | -46.5% | +87.6% | +37.6% |
| All | +58.8% | +31.2% | +27.7% | +2.9% |
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