+9.2%
KR vs MAS
+38.6%
-29.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +0.5% | +1.2% | -0.6% | +0.5% |
| 30D | +14.9% | +21.6% | -6.7% | +15.6% |
| 3M | +25.4% | +14.1% | +11.3% | +25.6% |
| 6M | +9.3% | +22.6% | -13.3% | +11.0% |
| YTD | +13.7% | +35.4% | -21.8% | +14.3% |
| 1Y | +9.2% | +37.5% | -28.3% | +9.7% |
| All | +9.2% | +38.6% | -29.5% | +9.7% |
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 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