-44.7%
KRMN vs ESTC
-8.5%
-36.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.0% |
| 7D | -15.1% | -13.2% | -2.0% | -13.8% |
| 30D | -44.5% | +9.3% | -53.8% | -45.2% |
| 3M | -25.0% | +37.3% | -62.4% | -28.5% |
| 6M | -66.5% | +61.0% | -127.5% | -69.5% |
| YTD | -53.0% | +10.7% | -63.7% | -52.5% |
| 1Y | -44.7% | -7.2% | -37.6% | -42.1% |
| All | -44.7% | -8.5% | -36.2% | -42.1% |
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