+156.3%
KR vs MAS
+219.2%
-62.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +2.7% | +3.6% | -0.9% | +2.3% |
| 30D | +11.3% | +23.8% | -12.5% | +9.0% |
| 3M | +22.3% | +14.4% | +7.9% | +20.6% |
| 6M | +5.8% | +19.7% | -14.0% | +3.7% |
| YTD | +11.7% | +36.0% | -24.3% | +7.6% |
| 1Y | +8.9% | +40.4% | -31.5% | +4.5% |
| 3Y | +67.1% | +58.9% | +8.2% | +54.9% |
| 5Y | +80.0% | +44.5% | +35.5% | +66.9% |
| 10Y | +156.3% | +214.8% | -58.5% | +118.7% |
| All | +156.3% | +219.2% | -62.9% | +118.7% |
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