+172.5%
KMI vs ESTC
+31.2%
+141.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.2% |
| 7D | -0.5% | -8.1% | +7.6% | +0.2% |
| 30D | +0.9% | +31.7% | -30.8% | -2.1% |
| 3M | 0.0% | +41.1% | -41.1% | -3.8% |
| 6M | -5.7% | +77.1% | -82.8% | -11.8% |
| YTD | +17.5% | +21.7% | -4.2% | +13.8% |
| 1Y | +22.3% | +8.4% | +13.9% | +19.5% |
| 3Y | +111.9% | +23.6% | +88.3% | +95.7% |
| 5Y | +151.8% | -46.5% | +198.3% | +152.2% |
| All | +172.5% | +31.2% | +141.4% | +91.0% |
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