+1,620.9%
KR vs EWJ
+151.8%
+1,469.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +1.9% | +0.2% | +1.8% | +1.9% |
| 3M | -11.0% | +8.6% | -19.6% | -13.2% |
| 6M | -20.2% | +12.1% | -32.4% | -23.1% |
| YTD | -7.3% | +20.1% | -27.4% | -12.5% |
| 1Y | -13.1% | +25.2% | -38.3% | -19.0% |
| 3Y | +29.7% | +70.8% | -41.0% | +9.6% |
| 5Y | +48.8% | +49.2% | -0.4% | +29.7% |
| 10Y | +122.8% | +138.6% | -15.8% | +67.6% |
| All | +1,620.9% | +151.8% | +1,469.1% | +948.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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