+352.2%
EWZ vs KR
+830.1%
-477.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +1.3% | +2.7% | -1.4% | +0.7% |
| 30D | -26.2% | +11.3% | -37.5% | -28.2% |
| 3M | -8.6% | +22.3% | -30.9% | -13.4% |
| 6M | -17.0% | +5.8% | -22.8% | -18.9% |
| YTD | +2.2% | +11.7% | -9.5% | -2.2% |
| 1Y | +2.7% | +8.9% | -6.2% | -1.2% |
| 3Y | +18.2% | +67.1% | -48.9% | -0.8% |
| 5Y | +56.0% | +80.0% | -24.0% | +25.1% |
| 10Y | +60.8% | +156.3% | -95.5% | +7.1% |
| All | +352.2% | +830.1% | -477.9% | +78.3% |
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