+69.0%
KR vs ES
+52.1%
+16.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | +14.9% | +8.2% | +6.7% | +13.2% |
| 3M | +25.4% | +0.6% | +24.8% | +25.1% |
| 6M | +9.3% | +6.0% | +3.4% | +8.2% |
| YTD | +13.7% | +9.3% | +4.3% | +11.7% |
| 1Y | +9.2% | +1.1% | +8.0% | +8.4% |
| All | +69.0% | +52.1% | +16.9% | +52.6% |
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