+34.2%
ESI vs KRMN
+17.6%
+16.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -4.6% | -11.8% | +7.1% | -2.6% |
| 30D | -10.5% | -43.0% | +32.5% | -1.1% |
| 3M | -19.8% | -28.8% | +9.0% | -15.6% |
| 6M | +5.8% | -66.3% | +72.2% | +27.8% |
| YTD | +38.3% | -51.8% | +90.1% | +49.4% |
| 1Y | +31.5% | -44.7% | +76.2% | +35.2% |
| All | +34.2% | +17.6% | +16.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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