+401.9%
KEYS vs ESTC
+31.2%
+370.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.3% |
| 7D | +2.3% | -8.1% | +10.4% | +3.9% |
| 30D | -2.6% | +31.7% | -34.3% | -9.1% |
| 3M | -4.6% | +41.1% | -45.7% | -12.6% |
| 6M | +8.7% | +77.1% | -68.3% | -6.6% |
| YTD | +61.0% | +21.7% | +39.3% | +49.5% |
| 1Y | +96.0% | +8.4% | +87.6% | +85.3% |
| 3Y | +144.4% | +23.6% | +120.8% | +109.1% |
| 5Y | +80.5% | -46.5% | +127.0% | +76.5% |
| All | +401.9% | +31.2% | +370.7% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling