+1,250.3%
EWY vs KR
+707.9%
+542.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +6.7% | -3.1% | +9.7% | +7.3% |
| 30D | +17.0% | +0.6% | +16.3% | +16.7% |
| 3M | +3.7% | -9.8% | +13.4% | +5.0% |
| 6M | +42.5% | -22.1% | +64.6% | +47.8% |
| YTD | +96.2% | -8.1% | +104.3% | +95.7% |
| 1Y | +160.4% | -14.7% | +175.0% | +163.0% |
| 3Y | +231.7% | +28.6% | +203.1% | +198.7% |
| 5Y | +153.3% | +36.4% | +116.9% | +119.1% |
| 10Y | +308.8% | +120.8% | +188.1% | +186.7% |
| All | +1,250.3% | +707.9% | +542.5% | +500.0% |
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 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