+383.4%
EFA vs KR
+521.0%
-137.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.8% |
| 30D | -2.2% | +1.9% | -4.2% | -2.7% |
| 3M | +5.7% | -11.0% | +16.7% | +8.0% |
| 6M | +8.2% | -20.2% | +28.4% | +12.8% |
| YTD | +11.8% | -7.3% | +19.0% | +12.3% |
| 1Y | +18.3% | -13.1% | +31.4% | +20.4% |
| 3Y | +64.9% | +29.7% | +35.2% | +50.0% |
| 5Y | +52.4% | +48.8% | +3.6% | +30.6% |
| 10Y | +142.4% | +122.8% | +19.6% | +72.2% |
| All | +383.4% | +521.0% | -137.6% | +113.8% |
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