-59.7%
KRMN vs ESTC
+1.6%
-61.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.9% | -12.6% | -13.4% |
| 7D | -10.0% | -15.9% | +5.8% | -8.2% |
| 30D | +3.5% | -5.5% | +9.0% | +4.1% |
| 3M | -36.7% | +26.2% | -62.9% | -38.6% |
| 6M | -47.7% | +77.0% | -124.7% | -52.6% |
| YTD | -53.3% | +18.9% | -72.2% | -52.8% |
| 1Y | -59.7% | +1.3% | -61.0% | -59.1% |
| All | -59.7% | +1.6% | -61.2% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling