+14.4%
KRMN vs ESTC
-28.5%
+42.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.6% |
| 7D | -15.1% | -13.2% | -2.0% | -12.5% |
| 30D | -44.5% | +9.3% | -53.8% | -46.1% |
| 3M | -25.0% | +37.3% | -62.4% | -31.8% |
| 6M | -66.5% | +61.0% | -127.5% | -71.5% |
| YTD | -53.0% | +10.7% | -63.7% | -54.4% |
| 1Y | -44.7% | -7.2% | -37.6% | -43.2% |
| All | +14.4% | -28.5% | +42.9% | +22.2% |
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