+28.4%
KR vs MAGS
+187.1%
-158.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.9% |
| 30D | +1.9% | +1.1% | +0.9% | +2.1% |
| 3M | -11.0% | +7.7% | -18.8% | -9.8% |
| 6M | -20.2% | +11.7% | -31.9% | -18.4% |
| YTD | -7.3% | +4.9% | -12.2% | -5.9% |
| 1Y | -13.1% | +14.3% | -27.5% | -10.9% |
| 3Y | +29.7% | +128.9% | -99.2% | +38.3% |
| All | +28.4% | +187.1% | -158.7% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling