+8.2%
KR vs MDB
+8.8%
-0.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.3% |
| 7D | +4.6% | +6.8% | -2.3% | +4.9% |
| 30D | +12.2% | -6.2% | +18.4% | +11.8% |
| 3M | +24.6% | -29.2% | +53.8% | +24.0% |
| 6M | +8.2% | +10.3% | -2.1% | +6.9% |
| All | +8.2% | +8.8% | -0.6% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling