+526.1%
KR vs EMB
+131.9%
+394.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +1.5% | -0.5% | +2.0% | +1.6% |
| 3M | -8.5% | +0.3% | -8.8% | -8.6% |
| 6M | -21.9% | +1.2% | -23.1% | -22.0% |
| YTD | -6.9% | +1.5% | -8.3% | -7.1% |
| 1Y | -14.0% | +4.8% | -18.8% | -14.6% |
| 3Y | +30.3% | +30.4% | -0.1% | +24.6% |
| 5Y | +37.7% | +7.3% | +30.5% | +35.4% |
| 10Y | +125.2% | +29.7% | +95.5% | +114.1% |
| All | +526.1% | +131.9% | +394.2% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling