-10.7%
KMX vs ESTC
+31.2%
-41.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.0% |
| 7D | +1.9% | -8.1% | +10.0% | +3.7% |
| 30D | +11.7% | +31.7% | -20.0% | +4.2% |
| 3M | +34.9% | +41.1% | -6.2% | +23.3% |
| 6M | +50.3% | +77.1% | -26.8% | +29.3% |
| YTD | +63.8% | +21.7% | +42.1% | +52.4% |
| 1Y | +3.8% | +8.4% | -4.5% | -1.4% |
| 3Y | -24.3% | +23.6% | -47.9% | -34.8% |
| 5Y | -50.2% | -46.5% | -3.8% | -52.8% |
| All | -10.7% | +31.2% | -41.9% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling