-1.8%
KMX vs ESTC
-6.1%
+4.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -1.9% | -3.3% | +1.5% | -1.6% |
| 30D | +2.6% | +13.4% | -10.9% | +1.0% |
| 3M | +25.6% | +41.3% | -15.8% | +20.6% |
| 6M | +41.9% | +62.6% | -20.7% | +33.0% |
| YTD | +56.0% | +14.8% | +41.3% | +52.7% |
| 1Y | -1.8% | -5.1% | +3.3% | +3.4% |
| All | -1.8% | -6.1% | +4.3% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling