+11.6%
EMB vs KRMN
+17.6%
-6.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -1.2% | -11.8% | +10.6% | -0.8% |
| 30D | -1.3% | -43.0% | +41.8% | +0.4% |
| 3M | -1.8% | -28.8% | +27.1% | -1.0% |
| 6M | +0.2% | -66.3% | +66.5% | +3.3% |
| YTD | +0.4% | -51.8% | +52.2% | +1.8% |
| 1Y | +2.8% | -44.7% | +47.5% | +3.4% |
| All | +11.6% | +17.6% | -6.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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