+31.9%
KR vs MAGS
+190.0%
-158.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.9% |
| 7D | -0.2% | +0.6% | -0.8% | -0.1% |
| 30D | +5.1% | +3.2% | +1.8% | +5.6% |
| 3M | -8.2% | +7.7% | -15.8% | -6.9% |
| 6M | -18.0% | +12.5% | -30.4% | -16.1% |
| YTD | -4.8% | +6.0% | -10.7% | -3.2% |
| 1Y | -11.0% | +14.4% | -25.4% | -8.7% |
| 3Y | +37.7% | +127.5% | -89.9% | +46.9% |
| All | +31.9% | +190.0% | -158.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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