+64.5%
KEYS vs ESTC
-51.0%
+115.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +6.9% | -2.6% | +9.6% | +7.5% |
| 30D | -19.1% | -8.6% | -10.5% | -17.7% |
| 3M | -11.1% | +14.4% | -25.4% | -13.9% |
| 6M | -16.6% | +73.3% | -89.9% | -26.0% |
| YTD | +50.4% | +15.7% | +34.7% | +42.9% |
| 1Y | +67.5% | -7.6% | +75.1% | +66.2% |
| 3Y | +146.0% | +14.6% | +131.4% | +119.6% |
| 5Y | +64.5% | -50.0% | +114.6% | +50.5% |
| All | +64.5% | -51.0% | +115.5% | +50.5% |
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