-11.0%
KR vs URA
+7.9%
-19.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +2.3% |
| 7D | -0.2% | -5.5% | +5.3% | -0.9% |
| 30D | +5.1% | -3.7% | +8.7% | +4.6% |
| 3M | -8.2% | -2.9% | -5.3% | -8.1% |
| 6M | -18.0% | -15.2% | -2.7% | -18.6% |
| YTD | -4.8% | +1.9% | -6.6% | -3.8% |
| 1Y | -11.0% | +6.9% | -18.0% | -6.6% |
| All | -11.0% | +7.9% | -19.0% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling