+82.5%
KR vs MAS
+43.0%
+39.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| 3M | +25.4% | +14.1% | +11.3% | +24.5% |
| 6M | +9.3% | +22.6% | -13.3% | +8.1% |
| YTD | +13.7% | +35.4% | -21.8% | +11.5% |
| 1Y | +9.2% | +37.5% | -28.3% | +6.9% |
| 3Y | +70.1% | +58.3% | +11.8% | +60.5% |
| 5Y | +82.5% | +39.1% | +43.4% | +74.4% |
| All | +82.5% | +43.0% | +39.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling