+353.2%
EWZ vs KR
+859.9%
-506.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +0.8% | +4.6% | -3.8% | -0.3% |
| 30D | -24.4% | +12.2% | -36.6% | -26.6% |
| 3M | -4.6% | +24.6% | -29.2% | -9.9% |
| 6M | -11.6% | +8.2% | -19.7% | -13.9% |
| YTD | +2.4% | +15.3% | -12.9% | -2.8% |
| 1Y | +2.1% | +9.8% | -7.7% | -1.9% |
| 3Y | +18.7% | +71.4% | -52.6% | -0.9% |
| 5Y | +54.2% | +85.1% | -30.9% | +22.8% |
| 10Y | +65.9% | +159.4% | -93.5% | +10.5% |
| All | +353.2% | +859.9% | -506.7% | +77.3% |
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