+17.4%
KRMN vs ESTC
-28.5%
+45.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -11.8% | -9.2% | -2.6% | -9.9% |
| 30D | -43.0% | +8.1% | -51.1% | -44.6% |
| 3M | -28.8% | +38.5% | -67.3% | -35.4% |
| 6M | -66.3% | +57.8% | -124.1% | -71.1% |
| YTD | -51.8% | +10.5% | -62.3% | -53.2% |
| 1Y | -44.7% | -6.4% | -38.3% | -43.4% |
| All | +17.4% | -28.5% | +45.9% | +25.4% |
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 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