+32.5%
KDP vs ESTC
+19.0%
+13.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.8% |
| 7D | +8.2% | -3.6% | +11.8% | +8.2% |
| 30D | +18.4% | -11.2% | +29.5% | +18.4% |
| 3M | +29.2% | +14.3% | +14.9% | +29.1% |
| 6M | +32.3% | +67.0% | -34.7% | +32.3% |
| YTD | +38.5% | +15.7% | +22.8% | +39.1% |
| 1Y | +48.5% | -6.3% | +54.8% | +49.5% |
| 3Y | +32.5% | +14.5% | +18.0% | +30.1% |
| All | +32.5% | +19.0% | +13.4% | +30.1% |
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