+303.5%
EWY vs KR
+129.5%
+174.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +3.3% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +7.3% | +5.1% | +2.3% | +7.4% |
| 3M | -5.1% | -8.2% | +3.0% | -5.1% |
| 6M | +42.1% | -18.0% | +60.0% | +42.4% |
| YTD | +94.1% | -4.8% | +98.9% | +93.4% |
| 1Y | +147.8% | -11.0% | +158.9% | +147.5% |
| 3Y | +222.9% | +37.7% | +185.3% | +212.3% |
| 5Y | +150.6% | +52.8% | +97.8% | +139.4% |
| All | +303.5% | +129.5% | +174.0% | +280.8% |
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 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