+48.8%
KR vs ESI
+66.0%
-17.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.8% |
| 7D | -2.7% | -2.3% | -0.4% | -2.7% |
| 30D | +1.9% | -9.0% | +11.0% | +1.7% |
| 3M | -11.0% | -13.3% | +2.2% | -11.4% |
| 6M | -20.2% | +5.3% | -25.5% | -20.8% |
| YTD | -7.3% | +37.6% | -44.9% | -9.0% |
| 1Y | -13.1% | +33.6% | -46.7% | -14.8% |
| 3Y | +29.7% | +75.8% | -46.0% | +22.9% |
| 5Y | +48.8% | +68.6% | -19.8% | +38.9% |
| All | +48.8% | +66.0% | -17.2% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling