+127.2%
KR vs ES
+83.3%
+43.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -2.7% | -3.5% | +0.8% | -2.0% |
| 30D | +1.9% | -3.0% | +4.9% | +2.6% |
| 3M | -11.0% | -0.3% | -10.8% | -11.0% |
| 6M | -20.2% | -5.2% | -15.0% | -19.5% |
| YTD | -7.3% | +4.8% | -12.1% | -8.4% |
| 1Y | -13.1% | +12.7% | -25.8% | -15.8% |
| 3Y | +29.7% | +27.5% | +2.2% | +21.1% |
| 5Y | +48.8% | -4.7% | +53.4% | +47.1% |
| All | +127.2% | +83.3% | +43.9% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling