+261.6%
KRE vs IEMG
+142.6%
+119.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -1.1% | +1.6% | -2.7% | -2.2% |
| 30D | -3.4% | +4.6% | -8.0% | -6.5% |
| 3M | +3.7% | +4.8% | -1.1% | -0.9% |
| 6M | +14.8% | +16.8% | -2.1% | -0.1% |
| YTD | +14.7% | +24.8% | -10.2% | -5.4% |
| 1Y | +16.0% | +34.3% | -18.3% | -9.7% |
| 3Y | +84.3% | +87.0% | -2.7% | +10.5% |
| 5Y | +30.9% | +49.9% | -19.1% | -7.5% |
| 10Y | +122.0% | +144.8% | -22.8% | +9.4% |
| All | +261.6% | +142.6% | +119.1% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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