+10.5%
KIM vs ESTC
+0.7%
+9.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.5% |
| 7D | -0.3% | -4.3% | +4.0% | -0.5% |
| 30D | -1.7% | +17.7% | -19.4% | -1.0% |
| 3M | -0.8% | +42.3% | -43.1% | +0.7% |
| 6M | +4.4% | +64.6% | -60.2% | +6.8% |
| YTD | +21.2% | +17.2% | +4.0% | +21.5% |
| 1Y | +10.5% | -4.2% | +14.7% | +10.2% |
| All | +10.5% | +0.7% | +9.8% | +10.2% |
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