+91.2%
EWZ vs KR
+123.5%
-32.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | +13.5% | +1.9% | +11.5% | +13.3% |
| 3M | +15.2% | -11.0% | +26.3% | +16.2% |
| 6M | +3.7% | -20.2% | +23.9% | +5.4% |
| YTD | +22.5% | -7.3% | +29.8% | +22.6% |
| 1Y | +35.3% | -13.1% | +48.4% | +36.1% |
| 3Y | +50.2% | +29.7% | +20.5% | +43.4% |
| 5Y | +64.6% | +48.8% | +15.8% | +53.6% |
| All | +91.2% | +123.5% | -32.3% | +67.6% |
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