+13.2%
KRE vs ESTC
-48.1%
+61.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.1% | +1.0% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | +6.4% | -8.1% | +14.5% | +7.5% |
| 3M | -3.1% | +20.2% | -23.2% | -6.6% |
| 6M | +6.4% | +72.7% | -66.4% | -3.6% |
| YTD | +15.3% | +19.6% | -4.3% | +9.8% |
| 1Y | +23.3% | +0.3% | +23.0% | +20.4% |
| 3Y | +93.6% | +22.8% | +70.8% | +75.8% |
| 5Y | +13.2% | -50.9% | +64.1% | -2.1% |
| All | +13.2% | -48.1% | +61.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling