+65.7%
KR vs MAS
+60.2%
+5.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.5% |
| 7D | -0.5% | +3.3% | -3.8% | -0.5% |
| 30D | +10.3% | +25.5% | -15.1% | +11.1% |
| 3M | +20.7% | +11.8% | +8.9% | +20.9% |
| 6M | +4.9% | +21.3% | -16.5% | +5.7% |
| YTD | +10.7% | +37.7% | -27.0% | +12.4% |
| 1Y | +7.2% | +41.0% | -33.9% | +8.9% |
| 3Y | +65.7% | +63.0% | +2.7% | +67.9% |
| All | +65.7% | +60.2% | +5.5% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling