+132.8%
KR vs ESTC
+19.3%
+113.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | -2.7% | -13.2% | +10.5% | -2.7% |
| 30D | +1.9% | +9.3% | -7.4% | +2.0% |
| 3M | -11.0% | +37.3% | -48.4% | -10.8% |
| 6M | -20.2% | +61.0% | -81.2% | -19.9% |
| YTD | -7.3% | +10.7% | -17.9% | -7.1% |
| 1Y | -13.1% | -7.2% | -5.9% | -13.0% |
| 3Y | +29.7% | +7.2% | +22.6% | +29.5% |
| 5Y | +48.8% | -47.7% | +96.5% | +48.1% |
| All | +132.8% | +19.3% | +113.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling