+152.0%
KEYS vs ESTC
+11.7%
+140.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.3% |
| 7D | +4.4% | -4.3% | +8.7% | +4.9% |
| 30D | -2.2% | +17.7% | -19.9% | -4.7% |
| 3M | +0.5% | +42.3% | -41.7% | -4.5% |
| 6M | +22.4% | +64.6% | -42.2% | +13.0% |
| YTD | +64.1% | +17.2% | +46.9% | +59.2% |
| 1Y | +97.0% | -4.2% | +101.2% | +97.0% |
| 3Y | +152.0% | +13.5% | +138.5% | +141.8% |
| All | +152.0% | +11.7% | +140.3% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling