+60.3%
KR vs MAS
+58.1%
+2.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.5% |
| 7D | +1.4% | +2.0% | -0.6% | +1.5% |
| 30D | +14.3% | +19.4% | -5.1% | +15.0% |
| 3M | +18.9% | +9.4% | +9.5% | +19.2% |
| 6M | +3.8% | +15.3% | -11.5% | +4.6% |
| YTD | +10.2% | +31.3% | -21.1% | +11.9% |
| 1Y | +9.2% | +34.9% | -25.7% | +11.0% |
| 3Y | +60.3% | +58.6% | +1.7% | +65.1% |
| All | +60.3% | +58.1% | +2.2% | +65.1% |
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