+52.0%
KR vs UL
+18.7%
+33.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -0.2% | -3.4% | +3.2% | +0.7% |
| 30D | +5.1% | +0.5% | +4.6% | +5.0% |
| 3M | -8.2% | +7.2% | -15.4% | -9.7% |
| 6M | -18.0% | -3.1% | -14.9% | -17.6% |
| YTD | -4.8% | -2.7% | -2.1% | -4.4% |
| 1Y | -11.0% | -10.2% | -0.8% | -9.1% |
| 3Y | +37.7% | +20.3% | +17.4% | +31.7% |
| All | +52.0% | +18.7% | +33.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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