+240.6%
KR vs USHY
+49.7%
+190.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +5.1% | -0.7% | +5.7% | +5.2% |
| 3M | -8.2% | +0.1% | -8.2% | -8.2% |
| 6M | -18.0% | +1.8% | -19.8% | -18.4% |
| YTD | -4.8% | +1.8% | -6.5% | -5.3% |
| 1Y | -11.0% | +3.3% | -14.3% | -11.9% |
| 3Y | +37.7% | +27.0% | +10.7% | +27.0% |
| 5Y | +52.8% | +21.0% | +31.8% | +42.3% |
| All | +240.6% | +49.7% | +190.8% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling