-11.7%
KR vs MAS
+1.6%
-13.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | +4.1% | -5.6% | +9.6% | +3.9% |
| 3M | -5.2% | +4.4% | -9.7% | -4.7% |
| 6M | -12.8% | +7.2% | -20.0% | -11.0% |
| YTD | -4.6% | +16.1% | -20.7% | -5.0% |
| 1Y | -11.7% | +0.1% | -11.8% | -9.9% |
| All | -11.7% | +1.6% | -13.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling