+71.4%
KR vs MDB
-11.2%
+82.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.3% |
| 7D | +4.6% | +6.8% | -2.3% | +5.0% |
| 30D | +12.2% | -6.2% | +18.4% | +12.0% |
| 3M | +24.6% | -29.2% | +53.8% | +23.0% |
| 6M | +8.2% | +10.3% | -2.1% | +9.5% |
| YTD | +15.3% | -20.4% | +35.6% | +14.8% |
| 1Y | +9.8% | -4.8% | +14.6% | +10.7% |
| 3Y | +71.4% | -11.6% | +82.9% | +75.7% |
| All | +71.4% | -11.2% | +82.6% | +75.7% |
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 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