+32.9%
KIM vs ESTC
+0.3%
+32.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.8% | +1.2% |
| 7D | +2.8% | -1.2% | +4.0% | +2.8% |
| 30D | +16.3% | -8.1% | +24.4% | +15.9% |
| 3M | +6.6% | +20.2% | -13.5% | +7.4% |
| 6M | +12.3% | +72.7% | -60.4% | +14.5% |
| YTD | +31.6% | +19.6% | +11.9% | +31.9% |
| All | +32.9% | +0.3% | +32.6% | +31.4% |
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