+83.6%
USB vs KR
+159.4%
-75.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +5.7% | +11.1% | -5.4% | +4.6% |
| 3M | -4.7% | +24.4% | -29.1% | -6.7% |
| 6M | +13.4% | +8.5% | +4.9% | +12.2% |
| YTD | +17.0% | +13.1% | +3.9% | +14.9% |
| 1Y | +32.4% | +9.3% | +23.1% | +30.4% |
| 3Y | +101.7% | +69.3% | +32.4% | +85.8% |
| 5Y | +24.4% | +83.2% | -58.8% | +12.8% |
| 10Y | +83.6% | +154.6% | -71.0% | +53.3% |
| All | +83.6% | +159.4% | -75.8% | +53.3% |
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