+36.4%
KR vs URI
+215.5%
-179.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | -3.1% | +5.0% | -8.1% | -3.2% |
| 30D | +0.6% | -9.4% | +10.0% | +0.9% |
| 3M | -9.8% | -5.8% | -4.0% | -9.7% |
| 6M | -22.1% | +25.8% | -48.0% | -23.1% |
| YTD | -8.1% | +27.9% | -36.0% | -9.5% |
| 1Y | -14.7% | +9.7% | -24.4% | -15.3% |
| 3Y | +28.6% | +128.0% | -99.4% | +17.1% |
| 5Y | +36.4% | +212.4% | -176.0% | +13.0% |
| All | +36.4% | +215.5% | -179.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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