-35.7%
U vs KR
+105.0%
-140.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +4.6% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | -1.3% | +5.1% | -6.3% | -1.1% |
| 3M | +64.6% | -8.2% | +72.7% | +64.0% |
| 6M | +119.4% | -18.0% | +137.4% | +118.0% |
| YTD | -0.5% | -4.8% | +4.3% | -0.9% |
| 1Y | +1.3% | -11.0% | +12.3% | +1.0% |
| 3Y | +15.6% | +37.7% | -22.0% | +8.1% |
| 5Y | -67.5% | +52.8% | -120.2% | -69.7% |
| All | -35.7% | +105.0% | -140.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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