+176.6%
KMI vs ESTC
+24.7%
+151.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -2.6% | +2.9% | +0.5% |
| 30D | -3.7% | -8.6% | +4.9% | -3.0% |
| 3M | +1.2% | +14.4% | -13.1% | -0.6% |
| 6M | -0.3% | +73.3% | -73.6% | -6.5% |
| YTD | +19.2% | +15.7% | +3.5% | +15.9% |
| 1Y | +21.7% | -7.6% | +29.3% | +20.9% |
| 3Y | +120.4% | +14.6% | +105.8% | +105.3% |
| 5Y | +144.9% | -50.0% | +194.9% | +147.5% |
| All | +176.6% | +24.7% | +151.9% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling