+240.0%
KR vs MDB
+1,017.4%
-777.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.1% |
| 7D | +1.5% | -17.4% | +18.9% | +1.3% |
| 30D | +4.1% | -2.0% | +6.1% | +4.1% |
| 3M | -5.2% | -3.0% | -2.2% | -5.2% |
| 6M | -12.8% | +48.7% | -61.5% | -12.3% |
| YTD | -4.6% | -12.1% | +7.5% | -4.6% |
| 1Y | -11.7% | +14.5% | -26.2% | -11.4% |
| 3Y | +36.3% | -6.1% | +42.4% | +37.3% |
| 5Y | +40.0% | -27.3% | +67.3% | +40.0% |
| All | +240.0% | +1,017.4% | -777.4% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling