+52.0%
KR vs NUE
+146.6%
-94.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.2% | +2.6% |
| 7D | -0.2% | -0.6% | +0.5% | -0.1% |
| 30D | +5.1% | -4.6% | +9.6% | +5.4% |
| 3M | -8.2% | -0.3% | -7.8% | -8.2% |
| 6M | -18.0% | +51.9% | -69.9% | -20.9% |
| YTD | -4.8% | +60.0% | -64.8% | -8.6% |
| 1Y | -11.0% | +82.9% | -93.9% | -15.7% |
| 3Y | +37.7% | +66.0% | -28.3% | +30.9% |
| All | +52.0% | +146.6% | -94.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling