+145.8%
KR vs FCUV
-95.9%
+241.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.7% | -72.0% | +69.3% | -2.6% |
| 30D | +1.9% | -8.0% | +9.9% | +1.9% |
| 3M | -11.0% | +66.3% | -77.3% | -11.2% |
| 6M | -20.2% | -75.3% | +55.1% | -20.3% |
| YTD | -7.3% | -83.0% | +75.7% | -7.4% |
| 1Y | -13.1% | -94.7% | +81.5% | -13.2% |
| 3Y | +29.7% | -99.3% | +129.0% | +29.6% |
| 5Y | +48.8% | -99.9% | +148.6% | +48.7% |
| 10Y | +122.8% | -98.6% | +221.4% | +118.9% |
| All | +145.8% | -95.9% | +241.7% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling