-24.9%
KMX vs ESTC
+25.9%
-50.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +3.4% | +2.4% | +1.0% | +2.8% |
| 30D | +6.8% | -4.2% | +11.1% | +7.4% |
| 3M | -11.4% | +2.5% | -13.8% | -12.9% |
| 6M | +43.6% | +81.5% | -37.9% | +22.8% |
| YTD | +37.7% | +16.8% | +20.9% | +28.6% |
| 1Y | +53.0% | -3.5% | +56.4% | +48.6% |
| 3Y | -16.3% | +17.7% | -34.0% | -27.2% |
| 5Y | -64.2% | -51.7% | -12.5% | -65.4% |
| All | -24.9% | +25.9% | -50.9% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling