+133.4%
KR vs EMR
+284.0%
-150.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +5.1% | -6.8% | +11.8% | +5.6% |
| 3M | -8.2% | +7.5% | -15.6% | -8.8% |
| 6M | -18.0% | +9.9% | -27.8% | -18.9% |
| YTD | -4.8% | +16.0% | -20.7% | -6.4% |
| 1Y | -11.0% | +12.4% | -23.5% | -12.4% |
| 3Y | +37.7% | +60.2% | -22.6% | +28.4% |
| 5Y | +52.8% | +67.9% | -15.1% | +39.9% |
| All | +133.4% | +284.0% | -150.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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