+82.5%
KR vs ES
+6.0%
+76.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | +14.9% | +8.2% | +6.7% | +12.7% |
| 3M | +25.4% | +0.6% | +24.8% | +25.1% |
| 6M | +9.3% | +6.0% | +3.4% | +7.7% |
| YTD | +13.7% | +9.3% | +4.3% | +10.8% |
| 1Y | +9.2% | +1.1% | +8.0% | +8.1% |
| 3Y | +70.1% | +51.9% | +18.2% | +46.3% |
| 5Y | +82.5% | +6.5% | +76.0% | +73.6% |
| All | +82.5% | +6.0% | +76.5% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling