+419.4%
KEYS vs ESTC
+19.1%
+400.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -9.2% | +12.7% | +5.5% |
| 30D | -4.5% | +8.1% | -12.5% | -7.0% |
| 3M | -0.4% | +38.5% | -38.9% | -8.5% |
| 6M | +19.1% | +57.8% | -38.7% | +4.9% |
| YTD | +66.7% | +10.5% | +56.1% | +57.8% |
| 1Y | +96.5% | -6.4% | +102.8% | +91.8% |
| 3Y | +155.2% | +4.7% | +150.5% | +126.8% |
| 5Y | +88.0% | -47.8% | +135.8% | +83.9% |
| All | +419.4% | +19.1% | +400.3% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling