+151.0%
KR vs URA
+266.3%
-115.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +4.6% | -1.5% | +6.1% | +4.6% |
| 30D | +12.2% | -10.4% | +22.6% | +12.4% |
| 3M | +24.6% | -29.6% | +54.2% | +25.5% |
| 6M | +8.2% | -40.3% | +48.5% | +9.6% |
| YTD | +15.3% | -25.5% | +40.8% | +14.9% |
| 1Y | +9.8% | -26.4% | +36.2% | +9.4% |
| 3Y | +71.4% | +31.4% | +39.9% | +61.3% |
| 5Y | +85.1% | +28.6% | +56.5% | +72.3% |
| All | +151.0% | +266.3% | -115.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling