+8.4%
KIM vs ESTC
+7.3%
+1.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.5% |
| 7D | -0.8% | -8.1% | +7.4% | -1.0% |
| 30D | -5.1% | +31.7% | -36.8% | -4.0% |
| 3M | -0.6% | +41.1% | -41.7% | +0.9% |
| 6M | +2.4% | +77.1% | -74.7% | +5.2% |
| YTD | +19.0% | +21.7% | -2.7% | +19.5% |
| 1Y | +8.4% | +8.4% | 0.0% | +8.8% |
| All | +8.4% | +7.3% | +1.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling