+77.0%
KDP vs ESTC
+31.2%
+45.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.6% |
| 7D | +1.3% | -8.1% | +9.4% | +1.8% |
| 30D | +6.0% | +31.7% | -25.7% | +4.1% |
| 3M | +9.2% | +41.1% | -31.9% | +6.7% |
| 6M | +14.7% | +77.1% | -62.4% | +10.2% |
| YTD | +19.2% | +21.7% | -2.5% | +17.1% |
| 1Y | +15.2% | +8.4% | +6.8% | +13.7% |
| 3Y | +6.0% | +23.6% | -17.6% | +0.4% |
| 5Y | +5.4% | -46.5% | +51.9% | +6.5% |
| All | +77.0% | +31.2% | +45.8% | +40.7% |
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