+244.5%
EMR vs KWEB
+24.8%
+219.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +3.1% | -1.3% | +4.3% | +3.4% |
| 30D | -3.5% | -11.5% | +8.0% | -1.0% |
| 3M | +9.8% | -2.9% | +12.7% | +10.2% |
| 6M | +10.8% | -14.6% | +25.4% | +14.4% |
| YTD | +15.9% | -25.5% | +41.5% | +23.4% |
| 1Y | +16.4% | -31.1% | +47.5% | +25.9% |
| 3Y | +62.1% | +3.0% | +59.1% | +57.8% |
| 5Y | +62.9% | -42.6% | +105.5% | +73.8% |
| 10Y | +267.8% | -21.1% | +288.9% | +223.6% |
| All | +244.5% | +24.8% | +219.6% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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