-25.4%
KMX vs ESTC
+11.7%
-37.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.7% |
| 7D | -0.7% | -4.3% | +3.6% | -0.1% |
| 30D | +4.1% | +17.7% | -13.6% | +0.8% |
| 3M | +27.5% | +42.3% | -14.8% | +19.1% |
| 6M | +43.6% | +64.6% | -21.0% | +29.8% |
| YTD | +56.8% | +17.2% | +39.5% | +50.0% |
| 1Y | -1.3% | -4.2% | +2.9% | -2.3% |
| 3Y | -25.4% | +13.5% | -38.9% | -32.6% |
| All | -25.4% | +11.7% | -37.1% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling