+52.4%
KRE vs ESTC
+24.7%
+27.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | -2.6% | +1.1% | -1.2% |
| 30D | +4.9% | -8.6% | +13.5% | +6.1% |
| 3M | -4.5% | +14.4% | -18.8% | -7.3% |
| 6M | +7.7% | +73.3% | -65.7% | -2.7% |
| YTD | +14.5% | +15.7% | -1.2% | +9.4% |
| 1Y | +21.5% | -7.6% | +29.1% | +20.0% |
| 3Y | +91.2% | +14.6% | +76.7% | +75.4% |
| 5Y | +11.8% | -50.0% | +61.8% | +9.6% |
| All | +52.4% | +24.7% | +27.6% | +8.9% |
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