+432.5%
EWZ vs KR
+694.4%
-261.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | +1.5% | +5.0% | +6.1% |
| 30D | +4.8% | +4.1% | +0.8% | +3.8% |
| 3M | +9.9% | -5.2% | +15.1% | +10.9% |
| 6M | +1.9% | -12.8% | +14.7% | +4.5% |
| YTD | +20.3% | -4.6% | +24.9% | +20.1% |
| 1Y | +35.6% | -11.7% | +47.3% | +37.8% |
| 3Y | +43.4% | +36.3% | +7.2% | +27.1% |
| 5Y | +55.9% | +40.0% | +16.0% | +33.7% |
| 10Y | +84.2% | +122.2% | -38.1% | +26.7% |
| All | +432.5% | +694.4% | -261.8% | +119.0% |
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