+13.4%
KDP vs ESTC
-49.1%
+62.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.0% | -9.4% | -7.4% |
| 7D | -4.0% | +5.8% | -9.8% | -4.1% |
| 30D | +8.5% | -5.6% | +14.0% | +8.5% |
| 3M | +20.7% | +15.4% | +5.3% | +20.3% |
| 6M | +23.2% | +77.8% | -54.6% | +21.8% |
| YTD | +30.5% | +18.1% | +12.4% | +30.1% |
| 1Y | +35.9% | -3.7% | +39.5% | +36.1% |
| 3Y | +24.8% | +16.9% | +7.9% | +22.6% |
| 5Y | +13.4% | -51.2% | +64.6% | +7.3% |
| All | +13.4% | -49.1% | +62.5% | +7.3% |
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