+59.6%
KEYS vs ESTC
+1.6%
+58.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.3% |
| 7D | -14.8% | -15.9% | +1.1% | -14.9% |
| 30D | -25.6% | -5.5% | -20.1% | -25.4% |
| 3M | -16.2% | +26.2% | -42.4% | -15.2% |
| 6M | -18.6% | +77.0% | -95.7% | -17.3% |
| YTD | +40.7% | +18.9% | +21.8% | +45.1% |
| 1Y | +59.6% | +1.3% | +58.3% | +66.3% |
| All | +59.6% | +1.6% | +58.1% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling