+356.6%
KEYS vs ESTC
+25.9%
+330.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | +9.4% | +2.4% | +7.0% | +8.9% |
| 30D | -16.8% | -4.2% | -12.5% | -16.0% |
| 3M | -15.9% | +2.5% | -18.3% | -17.0% |
| 6M | -17.6% | +81.5% | -99.1% | -29.1% |
| YTD | +46.5% | +16.8% | +29.7% | +37.1% |
| 1Y | +66.9% | -3.5% | +70.3% | +62.5% |
| 3Y | +141.4% | +17.7% | +123.7% | +109.6% |
| 5Y | +59.5% | -51.7% | +111.3% | +60.4% |
| All | +356.6% | +25.9% | +330.6% | +200.8% |
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