+117.6%
KMI vs ESTC
+19.0%
+98.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.4% | +2.1% |
| 7D | -5.1% | -3.6% | -1.6% | -5.0% |
| 30D | -3.1% | -11.2% | +8.0% | -2.9% |
| 3M | +0.2% | +14.3% | -14.1% | -0.3% |
| 6M | +1.1% | +67.0% | -65.9% | -0.9% |
| YTD | +17.7% | +15.7% | +2.1% | +17.2% |
| 1Y | +19.6% | -6.3% | +25.9% | +20.6% |
| 3Y | +117.6% | +14.5% | +103.1% | +115.3% |
| All | +117.6% | +19.0% | +98.6% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling