-11.0%
KR vs MDB
+7.4%
-18.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.6% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | +5.1% | -17.3% | +22.3% | +4.6% |
| 3M | -8.2% | +2.2% | -10.4% | -8.0% |
| 6M | -18.0% | +33.9% | -51.9% | -16.7% |
| YTD | -4.8% | -13.7% | +8.9% | -6.6% |
| 1Y | -11.0% | +9.1% | -20.1% | -10.3% |
| All | -11.0% | +7.4% | -18.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling