+133.4%
KR vs EMB
+30.3%
+103.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | +5.1% | -1.3% | +6.3% | +5.1% |
| 3M | -8.2% | -1.8% | -6.4% | -8.2% |
| 6M | -18.0% | +0.2% | -18.2% | -18.0% |
| YTD | -4.8% | +0.4% | -5.1% | -4.8% |
| 1Y | -11.0% | +2.8% | -13.9% | -11.1% |
| 3Y | +37.7% | +29.1% | +8.5% | +36.1% |
| 5Y | +52.8% | +6.3% | +46.5% | +49.0% |
| All | +133.4% | +30.3% | +103.0% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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