+10.6%
KR vs ESI
+27.8%
-17.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.9% | +2.1% |
| 7D | +6.1% | -6.6% | +12.6% | +4.4% |
| 30D | +17.3% | -10.9% | +28.3% | +14.7% |
| 3M | +20.2% | -13.8% | +34.0% | +17.3% |
| 6M | +3.3% | -21.5% | +24.9% | -0.1% |
| YTD | +12.3% | +34.7% | -22.4% | +15.1% |
| 1Y | +10.6% | +24.9% | -14.3% | +13.0% |
| All | +10.6% | +27.8% | -17.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling