+32.8%
KR vs MDB
-6.2%
+39.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -3.1% | -4.5% | +1.5% | -3.3% |
| 30D | +0.6% | -14.0% | +14.6% | +0.1% |
| 3M | -9.8% | +5.3% | -15.1% | -9.3% |
| 6M | -22.1% | +31.9% | -54.0% | -20.6% |
| YTD | -8.1% | -14.6% | +6.5% | -8.3% |
| 1Y | -14.7% | +8.2% | -22.9% | -13.5% |
| All | +32.8% | -6.2% | +39.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling