+52.0%
KR vs URA
+91.2%
-39.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +2.7% |
| 7D | -0.2% | -5.5% | +5.3% | -0.2% |
| 30D | +5.1% | -3.7% | +8.7% | +5.0% |
| 3M | -8.2% | -2.9% | -5.3% | -8.1% |
| 6M | -18.0% | -15.2% | -2.7% | -17.9% |
| YTD | -4.8% | +1.9% | -6.6% | -5.4% |
| 1Y | -11.0% | +6.9% | -18.0% | -12.0% |
| 3Y | +37.7% | +99.6% | -61.9% | +30.0% |
| All | +52.0% | +91.2% | -39.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling