-37.5%
U vs KR
+100.5%
-137.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.5% |
| 7D | +4.5% | -1.3% | +5.7% | +4.4% |
| 30D | -0.6% | +1.5% | -2.1% | -0.5% |
| 3M | +48.4% | -8.5% | +57.0% | +47.9% |
| 6M | +115.4% | -21.9% | +137.2% | +113.8% |
| YTD | -3.2% | -6.9% | +3.7% | -3.7% |
| 1Y | -6.0% | -14.0% | +7.9% | -6.4% |
| 3Y | +13.5% | +30.3% | -16.8% | +6.4% |
| 5Y | -68.0% | +37.7% | -105.7% | -70.0% |
| All | -37.5% | +100.5% | -137.9% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling