+41.2%
USB vs KR
+39.7%
+1.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | -1.3% | +4.1% | -5.4% | -1.6% |
| 3M | +15.2% | -5.2% | +20.5% | +15.6% |
| 6M | +18.8% | -12.8% | +31.6% | +19.7% |
| YTD | +21.0% | -4.6% | +25.6% | +20.6% |
| 1Y | +34.0% | -11.7% | +45.7% | +34.5% |
| 3Y | +95.3% | +36.3% | +59.1% | +79.8% |
| All | +41.2% | +39.7% | +1.5% | +25.4% |
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