+52.0%
KR vs USFR
+20.6%
+31.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +5.1% | +0.4% | +4.7% | +4.4% |
| 3M | -8.2% | +1.0% | -9.2% | -9.7% |
| 6M | -18.0% | +2.0% | -20.0% | -20.6% |
| YTD | -4.8% | +2.8% | -7.5% | -8.8% |
| 1Y | -11.0% | +4.1% | -15.1% | -16.2% |
| 3Y | +37.7% | +14.1% | +23.5% | +30.2% |
| All | +52.0% | +20.6% | +31.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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