+65.4%
IEFA vs KR
+33.5%
+31.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +1.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.5% | +5.1% | -6.5% | -1.3% |
| 3M | +3.4% | -8.2% | +11.6% | +3.1% |
| 6M | +9.5% | -18.0% | +27.5% | +8.8% |
| YTD | +13.0% | -4.8% | +17.8% | +12.3% |
| 1Y | +18.0% | -11.0% | +29.0% | +17.3% |
| 3Y | +65.4% | +37.7% | +27.7% | +59.7% |
| All | +65.4% | +33.5% | +31.9% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling