+2,546.2%
KR vs EME
+60,670.1%
-58,123.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | +1.9% | -8.4% | +10.3% | +2.9% |
| 3M | -11.0% | -3.6% | -7.4% | -11.2% |
| 6M | -20.2% | +3.6% | -23.8% | -21.4% |
| YTD | -7.3% | +22.5% | -29.8% | -11.0% |
| 1Y | -13.1% | +18.2% | -31.3% | -16.7% |
| 3Y | +29.7% | +238.4% | -208.6% | +4.5% |
| 5Y | +48.8% | +550.5% | -501.8% | +7.7% |
| 10Y | +122.8% | +1,295.3% | -1,172.5% | +39.1% |
| All | +2,546.2% | +60,670.1% | -58,123.9% | +1,106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling