+4,200.1%
KR vs EMR
+4,021.7%
+178.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -1.3% | +3.1% | -4.3% | -2.0% |
| 30D | +1.5% | -3.5% | +5.1% | +2.3% |
| 3M | -8.5% | +9.8% | -18.3% | -10.9% |
| 6M | -21.9% | +10.8% | -32.7% | -24.6% |
| YTD | -6.9% | +15.9% | -22.8% | -11.5% |
| 1Y | -14.0% | +16.4% | -30.4% | -18.6% |
| 3Y | +30.3% | +62.1% | -31.8% | +10.4% |
| 5Y | +37.7% | +62.9% | -25.2% | +15.0% |
| 10Y | +125.2% | +267.8% | -142.6% | +40.0% |
| All | +4,200.1% | +4,021.7% | +178.4% | +762.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling