+8,026.5%
USB vs KR
+5,340.7%
+2,685.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.5% | +5.3% | -6.8% | -2.5% |
| 30D | +4.3% | +18.9% | -14.6% | +0.5% |
| 3M | -6.1% | +23.3% | -29.4% | -10.3% |
| 6M | +9.4% | +5.0% | +4.4% | +7.7% |
| YTD | +15.2% | +13.0% | +2.1% | +11.0% |
| 1Y | +32.8% | +12.4% | +20.3% | +27.9% |
| 3Y | +91.3% | +63.6% | +27.7% | +66.8% |
| 5Y | +22.7% | +82.9% | -60.2% | +2.6% |
| 10Y | +97.0% | +176.8% | -79.7% | +41.3% |
| All | +8,026.5% | +5,340.7% | +2,685.8% | +3,313.2% |
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 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