+33.0%
KRE vs ESTC
-47.2%
+80.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.7% |
| 7D | +2.3% | -4.3% | +6.6% | +2.9% |
| 30D | -2.5% | +17.7% | -20.2% | -5.4% |
| 3M | +6.2% | +42.3% | -36.1% | -0.1% |
| 6M | +15.8% | +64.6% | -48.7% | +5.8% |
| YTD | +16.0% | +17.2% | -1.2% | +11.2% |
| 1Y | +16.2% | -4.2% | +20.4% | +14.5% |
| 3Y | +86.4% | +13.5% | +72.9% | +71.8% |
| 5Y | +33.0% | -45.5% | +78.5% | +19.4% |
| All | +33.0% | -47.2% | +80.2% | +19.4% |
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