+37.7%
KR vs FCUV
-99.2%
+136.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.7% |
| 7D | -0.2% | -66.5% | +66.3% | -0.2% |
| 30D | +5.1% | +5.0% | +0.1% | +5.1% |
| 3M | -8.2% | +63.8% | -71.9% | -7.8% |
| 6M | -18.0% | -67.8% | +49.8% | -18.2% |
| YTD | -4.8% | -82.4% | +77.6% | -5.2% |
| 1Y | -11.0% | -94.7% | +83.7% | -12.0% |
| 3Y | +37.7% | -99.3% | +136.9% | +36.1% |
| All | +37.7% | -99.2% | +136.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling