-21.9%
KVUE vs ESTC
+60.7%
-82.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.9% |
| 7D | -1.9% | -4.3% | +2.4% | -1.9% |
| 30D | -3.3% | +17.7% | -21.0% | -3.1% |
| 3M | +6.0% | +42.3% | -36.3% | +6.4% |
| 6M | +2.3% | +64.6% | -62.2% | +3.1% |
| YTD | +10.3% | +17.2% | -6.9% | +10.9% |
| 1Y | +4.6% | -4.2% | +8.8% | +5.1% |
| 3Y | -2.2% | +13.5% | -15.7% | -3.4% |
| All | -21.9% | +60.7% | -82.6% | -23.7% |
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