+50.1%
KEY vs ESTC
+20.3%
+29.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.7% |
| 7D | -2.5% | -18.5% | +16.0% | +0.9% |
| 30D | +4.1% | -11.0% | +15.1% | +5.9% |
| 3M | -8.4% | +20.8% | -29.1% | -12.3% |
| 6M | -2.3% | +67.9% | -70.2% | -12.5% |
| YTD | +4.6% | +11.6% | -7.0% | -0.1% |
| 1Y | +24.6% | -3.3% | +27.8% | +21.6% |
| 3Y | +112.8% | +16.4% | +96.4% | +91.4% |
| 5Y | +12.9% | -49.9% | +62.8% | +11.2% |
| All | +50.1% | +20.3% | +29.8% | -1.6% |
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