-34.7%
UPS vs KR
+52.3%
-87.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -2.0% | +5.1% | -7.0% | -2.4% |
| 3M | -6.2% | -8.2% | +1.9% | -5.6% |
| 6M | +2.8% | -18.0% | +20.8% | +4.5% |
| YTD | +5.9% | -4.8% | +10.7% | +5.5% |
| 1Y | +26.2% | -11.0% | +37.3% | +26.8% |
| 3Y | -26.0% | +37.7% | -63.7% | -32.5% |
| All | -34.7% | +52.3% | -87.0% | -42.2% |
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