+851.2%
EEM vs KR
+1,094.8%
-243.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +2.0% | -3.1% | +5.0% | +2.7% |
| 30D | +5.1% | +0.6% | +4.5% | +4.8% |
| 3M | +4.6% | -9.8% | +14.4% | +6.6% |
| 6M | +17.8% | -22.1% | +39.9% | +23.9% |
| YTD | +25.8% | -8.1% | +33.9% | +26.3% |
| 1Y | +36.4% | -14.7% | +51.1% | +39.2% |
| 3Y | +90.0% | +28.6% | +61.4% | +68.9% |
| 5Y | +46.6% | +36.4% | +10.2% | +23.6% |
| 10Y | +132.3% | +120.8% | +11.5% | +48.8% |
| All | +851.2% | +1,094.8% | -243.6% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 all: compounded portfolio wealth divided by compounded KR 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…
all analysis · Full analysis span regression · 6 months rolling