+180.3%
KMI vs ESTC
+27.2%
+153.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | +6.0% | +5.8% | +0.3% | +5.4% |
| 30D | -3.4% | -5.6% | +2.2% | -3.0% |
| 3M | +1.8% | +15.4% | -13.6% | -0.2% |
| 6M | +0.4% | +77.8% | -77.4% | -6.0% |
| YTD | +20.8% | +18.1% | +2.8% | +17.2% |
| 1Y | +23.0% | -3.7% | +26.7% | +21.7% |
| 3Y | +123.3% | +16.9% | +106.4% | +107.6% |
| 5Y | +149.8% | -51.2% | +201.0% | +154.1% |
| All | +180.3% | +27.2% | +153.0% | +96.6% |
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