+243.2%
KR vs ESI
+226.4%
+16.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -1.3% | +5.4% | -6.7% | -1.5% |
| 30D | +1.5% | -4.2% | +5.7% | +1.7% |
| 3M | -8.5% | -9.6% | +1.1% | -8.4% |
| 6M | -21.9% | +18.3% | -40.2% | -23.1% |
| YTD | -6.9% | +45.8% | -52.7% | -9.7% |
| 1Y | -14.0% | +39.2% | -53.1% | -16.5% |
| 3Y | +30.3% | +86.3% | -56.0% | +22.8% |
| 5Y | +37.7% | +76.2% | -38.5% | +29.4% |
| 10Y | +125.2% | +306.8% | -181.6% | +95.3% |
| All | +243.2% | +226.4% | +16.8% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling