+121.0%
KR vs MAS
+137.9%
-16.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +4.1% | -5.6% | +9.6% | +4.6% |
| 3M | -5.2% | +4.4% | -9.7% | -5.8% |
| 6M | -12.8% | +7.2% | -20.0% | -13.7% |
| YTD | -4.6% | +16.1% | -20.7% | -6.7% |
| 1Y | -11.7% | +0.1% | -11.8% | -12.2% |
| 3Y | +36.3% | +28.3% | +7.9% | +29.4% |
| 5Y | +40.0% | +30.5% | +9.5% | +30.7% |
| All | +121.0% | +137.9% | -16.9% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling