+32.8%
KR vs ESTC
+11.0%
+21.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.4% |
| 7D | -3.1% | -3.3% | +0.3% | -3.1% |
| 30D | +0.6% | +13.4% | -12.8% | +1.2% |
| 3M | -9.8% | +41.3% | -51.1% | -8.5% |
| 6M | -22.1% | +62.6% | -84.7% | -20.5% |
| YTD | -8.1% | +14.8% | -22.9% | -7.4% |
| 1Y | -14.7% | -5.1% | -9.6% | -14.5% |
| All | +32.8% | +11.0% | +21.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling