+4,143.0%
KR vs UL
+2,587.5%
+1,555.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.9% |
| 7D | -3.1% | -3.2% | +0.2% | -2.2% |
| 30D | +0.6% | -0.6% | +1.2% | +0.8% |
| 3M | -9.8% | +9.4% | -19.2% | -12.1% |
| 6M | -22.1% | -4.1% | -18.0% | -21.5% |
| YTD | -8.1% | -2.0% | -6.1% | -8.0% |
| 1Y | -14.7% | -9.0% | -5.7% | -12.9% |
| 3Y | +28.6% | +21.8% | +6.8% | +20.4% |
| 5Y | +36.4% | +20.6% | +15.8% | +26.4% |
| 10Y | +120.8% | +67.7% | +53.1% | +80.6% |
| All | +4,143.0% | +2,587.5% | +1,555.4% | +1,164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling