+81.0%
KR vs MAS
+39.2%
+41.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.4% |
| 7D | +1.4% | +2.0% | -0.6% | +1.3% |
| 30D | +14.3% | +19.4% | -5.1% | +13.3% |
| 3M | +18.9% | +9.4% | +9.5% | +18.3% |
| 6M | +3.8% | +15.3% | -11.5% | +3.0% |
| YTD | +10.2% | +31.3% | -21.1% | +8.3% |
| 1Y | +9.2% | +34.9% | -25.7% | +7.0% |
| 3Y | +60.3% | +58.6% | +1.7% | +50.7% |
| All | +81.0% | +39.2% | +41.8% | +67.5% |
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