+17.0%
KDP vs ESTC
-48.9%
+65.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | +2.2% | -11.5% | +13.7% | +2.4% |
| 30D | +19.9% | -7.5% | +27.5% | +20.0% |
| 3M | +21.5% | +23.1% | -1.6% | +21.0% |
| 6M | +30.1% | +75.3% | -45.2% | +28.7% |
| YTD | +34.9% | +14.1% | +20.8% | +34.6% |
| 1Y | +43.4% | -0.6% | +44.0% | +43.4% |
| 3Y | +29.1% | +20.8% | +8.3% | +26.6% |
| All | +17.0% | -48.9% | +65.9% | +11.6% |
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