+51.9%
KRE vs ESTC
+25.9%
+26.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.4% |
| 30D | +6.1% | -4.2% | +10.4% | +6.6% |
| 3M | -5.9% | +2.5% | -8.4% | -7.0% |
| 6M | +9.6% | +81.5% | -71.9% | -1.6% |
| YTD | +14.2% | +16.8% | -2.7% | +9.0% |
| 1Y | +22.5% | -3.5% | +26.0% | +20.1% |
| 3Y | +90.4% | +17.7% | +72.6% | +73.8% |
| 5Y | +11.9% | -51.7% | +63.6% | +10.3% |
| All | +51.9% | +25.9% | +26.0% | +8.5% |
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