-11.0%
KR vs USAR
+13.1%
-24.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.6% |
| 7D | -0.2% | -11.6% | +11.5% | -0.6% |
| 30D | +5.1% | -15.5% | +20.5% | +4.4% |
| 3M | -8.2% | -31.0% | +22.9% | -9.0% |
| 6M | -18.0% | -26.2% | +8.2% | -18.5% |
| YTD | -4.8% | +30.8% | -35.5% | -4.5% |
| 1Y | -11.0% | +7.1% | -18.1% | -9.7% |
| All | -11.0% | +13.1% | -24.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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