+25.1%
USB vs KR
+82.5%
-57.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.4% | +2.7% | -1.2% | +1.2% |
| 30D | +6.4% | +11.3% | -4.9% | +5.5% |
| 3M | -4.5% | +22.3% | -26.8% | -6.0% |
| 6M | +11.4% | +5.8% | +5.6% | +10.6% |
| YTD | +17.1% | +11.7% | +5.4% | +15.2% |
| 1Y | +32.6% | +8.9% | +23.7% | +30.8% |
| 3Y | +101.8% | +67.1% | +34.7% | +81.4% |
| 5Y | +25.1% | +80.0% | -54.9% | +7.7% |
| All | +25.1% | +82.5% | -57.4% | +7.7% |
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