+160.5%
KMI vs ESTC
-47.2%
+207.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.0% |
| 7D | -0.4% | -4.3% | +3.9% | -0.2% |
| 30D | +3.7% | +17.7% | -14.1% | +2.6% |
| 3M | +3.2% | +42.3% | -39.1% | +1.0% |
| 6M | -3.0% | +64.6% | -67.5% | -6.1% |
| YTD | +19.7% | +17.2% | +2.5% | +18.1% |
| 1Y | +25.6% | -4.2% | +29.8% | +25.4% |
| 3Y | +120.2% | +13.5% | +106.7% | +112.4% |
| 5Y | +160.5% | -45.5% | +206.0% | +148.9% |
| All | +160.5% | -47.2% | +207.7% | +148.9% |
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 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