+35.3%
KRMN vs ESTC
-24.5%
+59.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -10.9% | +2.4% | -13.3% | -11.4% |
| 30D | +34.9% | -4.2% | +39.2% | +36.2% |
| 3M | -32.8% | +2.5% | -35.3% | -33.5% |
| 6M | -39.6% | +81.5% | -121.1% | -50.0% |
| YTD | -44.4% | +16.8% | -61.3% | -46.8% |
| 1Y | -32.2% | -3.5% | -28.8% | -30.6% |
| All | +35.3% | -24.5% | +59.8% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling