+48.0%
KR vs EMR
+62.5%
-14.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -2.7% | -1.2% | -1.4% | -2.6% |
| 30D | +1.9% | -9.4% | +11.4% | +2.2% |
| 3M | -11.0% | +8.6% | -19.6% | -11.4% |
| 6M | -20.2% | +6.7% | -26.9% | -20.5% |
| YTD | -7.3% | +13.1% | -20.3% | -8.2% |
| 1Y | -13.1% | +12.7% | -25.9% | -14.1% |
| 3Y | +29.7% | +58.1% | -28.3% | +20.0% |
| All | +48.0% | +62.5% | -14.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling