+52.0%
KR vs EME
+575.5%
-523.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +2.8% |
| 7D | -0.2% | +3.5% | -3.7% | -0.1% |
| 30D | +5.1% | -6.3% | +11.4% | +4.9% |
| 3M | -8.2% | -3.8% | -4.4% | -8.0% |
| 6M | -18.0% | +8.5% | -26.5% | -17.9% |
| YTD | -4.8% | +27.8% | -32.6% | -5.1% |
| 1Y | -11.0% | +22.2% | -33.2% | -11.4% |
| 3Y | +37.7% | +253.5% | -215.8% | +17.8% |
| All | +52.0% | +575.5% | -523.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling