+115.7%
KIM vs ESTC
+31.2%
+84.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.4% |
| 7D | +0.4% | -8.1% | +8.5% | +1.4% |
| 30D | -4.0% | +31.7% | -35.7% | -7.9% |
| 3M | +0.5% | +41.1% | -40.5% | -4.7% |
| 6M | +3.6% | +77.1% | -73.5% | -5.4% |
| YTD | +20.4% | +21.7% | -1.3% | +15.2% |
| 1Y | +9.7% | +8.4% | +1.3% | +6.1% |
| 3Y | +46.0% | +23.6% | +22.4% | +31.3% |
| 5Y | +34.4% | -46.5% | +80.9% | +30.4% |
| All | +115.7% | +31.2% | +84.6% | +45.1% |
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