+83.1%
KO vs ESTC
-49.0%
+132.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | -1.1% | -13.2% | +12.1% | -1.1% |
| 30D | +1.6% | +9.3% | -7.8% | +1.6% |
| 3M | +5.8% | +37.3% | -31.6% | +5.7% |
| 6M | +14.3% | +61.0% | -46.7% | +14.2% |
| YTD | +27.3% | +10.7% | +16.7% | +27.6% |
| 1Y | +33.2% | -7.2% | +40.3% | +33.7% |
| 3Y | +64.5% | +7.2% | +57.3% | +62.5% |
| 5Y | +83.1% | -47.7% | +130.8% | +76.5% |
| All | +83.1% | -49.0% | +132.1% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling