+83.1%
KEYS vs ESTC
-46.4%
+129.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +2.9% | -3.3% | +6.3% | +3.4% |
| 30D | -1.3% | +13.4% | -14.8% | -4.4% |
| 3M | -0.1% | +41.3% | -41.5% | -7.5% |
| 6M | +17.4% | +62.6% | -45.2% | +4.6% |
| YTD | +62.9% | +14.8% | +48.1% | +54.8% |
| 1Y | +95.7% | -5.1% | +100.8% | +92.3% |
| 3Y | +150.2% | +11.2% | +139.0% | +123.5% |
| 5Y | +83.1% | -47.0% | +130.1% | +72.4% |
| All | +83.1% | -46.4% | +129.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling