+168.6%
KMI vs ESTC
+19.3%
+149.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.1% |
| 7D | -2.1% | -13.2% | +11.1% | -0.8% |
| 30D | -1.7% | +9.3% | -11.0% | -2.9% |
| 3M | -1.9% | +37.3% | -39.2% | -5.4% |
| 6M | -4.3% | +61.0% | -65.3% | -9.7% |
| YTD | +15.8% | +10.7% | +5.1% | +13.2% |
| 1Y | +17.6% | -7.2% | +24.8% | +16.8% |
| 3Y | +113.1% | +7.2% | +105.9% | +99.9% |
| 5Y | +154.0% | -47.7% | +201.7% | +153.3% |
| All | +168.6% | +19.3% | +149.3% | +89.9% |
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