-13.5%
KMX vs ESTC
+19.1%
-32.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.1% | -9.2% | +6.1% | -1.1% |
| 30D | +4.4% | +8.1% | -3.6% | +1.8% |
| 3M | +18.9% | +38.5% | -19.6% | +9.1% |
| 6M | +44.3% | +57.8% | -13.5% | +27.4% |
| YTD | +58.7% | +10.5% | +48.2% | +50.8% |
| 1Y | +0.1% | -6.4% | +6.5% | -1.8% |
| 3Y | -24.4% | +4.7% | -29.1% | -32.3% |
| 5Y | -54.4% | -47.8% | -6.6% | -56.4% |
| All | -13.5% | +19.1% | -32.6% | -39.6% |
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