+133.4%
KR vs AEM
+378.0%
-244.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -0.2% | -2.1% | +2.0% | -0.1% |
| 30D | +5.1% | +8.4% | -3.4% | +4.8% |
| 3M | -8.2% | +27.3% | -35.4% | -8.9% |
| 6M | -18.0% | -9.7% | -8.3% | -17.7% |
| YTD | -4.8% | +19.0% | -23.7% | -5.8% |
| 1Y | -11.0% | +31.5% | -42.5% | -12.5% |
| 3Y | +37.7% | +338.7% | -301.0% | +28.4% |
| 5Y | +52.8% | +307.4% | -254.6% | +41.9% |
| All | +133.4% | +378.0% | -244.6% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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