+5,119.5%
KR vs MAS
+1,664.8%
+3,454.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.3% |
| 7D | +5.3% | +4.6% | +0.8% | +4.5% |
| 30D | +18.9% | +19.9% | -1.0% | +15.1% |
| 3M | +23.3% | +8.9% | +14.4% | +21.3% |
| 6M | +5.0% | +20.2% | -15.1% | +1.1% |
| YTD | +13.0% | +33.9% | -20.8% | +6.0% |
| 1Y | +12.4% | +34.7% | -22.2% | +5.2% |
| 3Y | +63.6% | +60.4% | +3.2% | +45.5% |
| 5Y | +82.9% | +43.5% | +39.4% | +63.4% |
| 10Y | +176.8% | +226.7% | -49.9% | +104.2% |
| All | +5,119.5% | +1,664.8% | +3,454.8% | +2,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling