-11.0%
KR vs ESTC
-7.7%
-3.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -9.2% | +9.0% | -0.3% |
| 30D | +5.1% | +8.1% | -3.0% | +5.4% |
| 3M | -8.2% | +38.5% | -46.6% | -6.9% |
| 6M | -18.0% | +57.8% | -75.8% | -16.2% |
| YTD | -4.8% | +10.5% | -15.3% | -5.4% |
| 1Y | -11.0% | -6.4% | -4.7% | -12.3% |
| All | -11.0% | -7.7% | -3.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling