+573.9%
EWT vs KR
+702.7%
-128.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | +4.8% | +1.9% | +2.9% | +4.4% |
| 3M | +11.1% | -11.0% | +22.2% | +12.9% |
| 6M | +54.6% | -20.2% | +74.8% | +59.4% |
| YTD | +71.4% | -7.3% | +78.7% | +71.5% |
| 1Y | +82.1% | -13.1% | +95.2% | +84.0% |
| 3Y | +193.2% | +29.7% | +163.5% | +168.5% |
| 5Y | +146.1% | +48.8% | +97.3% | +114.3% |
| 10Y | +505.0% | +122.8% | +382.2% | +348.3% |
| All | +573.9% | +702.7% | -128.8% | +214.9% |
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