-23.6%
KMX vs ESTC
+24.6%
-48.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.9% |
| 7D | +1.5% | -3.6% | +5.1% | +2.3% |
| 30D | +3.0% | -11.2% | +14.2% | +5.3% |
| 3M | -7.8% | +14.3% | -22.1% | -11.7% |
| 6M | +34.3% | +67.0% | -32.7% | +17.2% |
| YTD | +40.2% | +15.7% | +24.6% | +31.3% |
| 1Y | +63.0% | -6.3% | +69.2% | +59.4% |
| 3Y | -14.5% | +14.5% | -29.0% | -25.2% |
| 5Y | -64.3% | -49.9% | -14.5% | -65.8% |
| All | -23.6% | +24.6% | -48.2% | -47.4% |
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