+143.1%
KMI vs ESTC
-52.1%
+195.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.4% | +2.2% |
| 7D | -5.1% | -3.6% | -1.6% | -4.9% |
| 30D | -3.1% | -11.2% | +8.0% | -2.6% |
| 3M | +0.2% | +14.3% | -14.1% | -0.7% |
| 6M | +1.1% | +67.0% | -65.9% | -2.2% |
| YTD | +17.7% | +15.7% | +2.1% | +16.1% |
| 1Y | +19.6% | -6.3% | +25.9% | +19.5% |
| 3Y | +117.6% | +14.5% | +103.1% | +109.7% |
| 5Y | +143.1% | -49.9% | +193.0% | +129.2% |
| All | +143.1% | -52.1% | +195.2% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling