+513.6%
EWT vs KR
+129.5%
+384.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.9% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | +4.5% | +5.1% | -0.6% | +4.5% |
| 3M | +8.3% | -8.2% | +16.4% | +8.3% |
| 6M | +54.2% | -18.0% | +72.2% | +54.5% |
| YTD | +74.6% | -4.8% | +79.4% | +74.2% |
| 1Y | +84.9% | -11.0% | +95.9% | +84.8% |
| 3Y | +197.5% | +37.7% | +159.9% | +189.5% |
| 5Y | +150.6% | +52.8% | +97.8% | +141.7% |
| All | +513.6% | +129.5% | +384.1% | +483.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling