+17.2%
KRMN vs ESTC
-25.8%
+43.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.1% | -9.2% | -10.8% |
| 7D | -12.9% | -3.3% | -9.5% | -12.3% |
| 30D | -43.3% | +13.4% | -56.8% | -45.5% |
| 3M | -27.2% | +41.3% | -68.5% | -34.1% |
| 6M | -66.8% | +62.6% | -129.4% | -71.7% |
| YTD | -51.9% | +14.8% | -66.6% | -53.7% |
| 1Y | -43.7% | -5.1% | -38.6% | -42.2% |
| All | +17.2% | -25.8% | +43.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling