+117.2%
KIM vs ESTC
+26.3%
+90.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.2% |
| 7D | -0.3% | -4.3% | +4.0% | +0.2% |
| 30D | -1.7% | +17.7% | -19.4% | -4.3% |
| 3M | -0.8% | +42.3% | -43.1% | -6.1% |
| 6M | +4.4% | +64.6% | -60.2% | -3.8% |
| YTD | +21.2% | +17.2% | +4.0% | +16.6% |
| 1Y | +10.5% | -4.2% | +14.7% | +8.9% |
| 3Y | +47.5% | +13.5% | +34.0% | +34.4% |
| 5Y | +37.1% | -45.5% | +82.6% | +32.3% |
| All | +117.2% | +26.3% | +90.9% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling