-68.9%
U vs KR
+41.9%
-110.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.0% |
| 7D | 0.0% | -2.7% | +2.6% | -0.2% |
| 30D | -4.1% | +1.9% | -6.0% | -4.0% |
| 3M | +57.8% | -11.0% | +68.8% | +56.4% |
| 6M | +103.5% | -20.2% | +123.7% | +100.6% |
| YTD | -4.8% | -7.3% | +2.5% | -5.4% |
| 1Y | -2.4% | -13.1% | +10.7% | -3.1% |
| 3Y | +11.7% | +29.7% | -18.1% | +4.5% |
| 5Y | -68.9% | +48.8% | -117.6% | -70.9% |
| All | -68.9% | +41.9% | -110.8% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling