+239.4%
KR vs MDB
+997.6%
-758.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.7% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | +5.1% | -17.3% | +22.3% | +4.9% |
| 3M | -8.2% | +2.2% | -10.4% | -8.1% |
| 6M | -18.0% | +33.9% | -51.9% | -17.7% |
| YTD | -4.8% | -13.7% | +8.9% | -4.8% |
| 1Y | -11.0% | +9.1% | -20.1% | -10.8% |
| 3Y | +37.7% | -8.1% | +45.8% | +38.7% |
| 5Y | +52.8% | -25.9% | +78.7% | +52.7% |
| All | +239.4% | +997.6% | -758.2% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling