+30.3%
KR vs ES
+33.1%
-2.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +1.5% | -1.2% | +2.7% | +1.7% |
| 3M | -8.5% | +5.0% | -13.5% | -9.3% |
| 6M | -21.9% | -2.8% | -19.1% | -21.6% |
| YTD | -6.9% | +8.6% | -15.4% | -8.3% |
| 1Y | -14.0% | +18.9% | -32.9% | -16.9% |
| 3Y | +30.3% | +32.1% | -1.8% | +20.6% |
| All | +30.3% | +33.1% | -2.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling