-11.7%
KR vs ESI
+44.5%
-56.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.7% |
| 7D | +1.5% | +3.3% | -1.8% | +2.2% |
| 30D | +4.1% | -5.9% | +9.9% | +3.0% |
| 3M | -5.2% | -14.1% | +8.9% | -7.4% |
| 6M | -12.8% | +6.6% | -19.3% | -10.8% |
| YTD | -4.6% | +45.0% | -49.6% | +0.5% |
| 1Y | -11.7% | +41.5% | -53.1% | -8.2% |
| All | -11.7% | +44.5% | -56.2% | -8.2% |
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