+310.8%
KR vs MDB
+912.7%
-601.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.4% |
| 7D | +4.6% | +6.8% | -2.3% | +4.7% |
| 30D | +12.2% | -6.2% | +18.4% | +12.2% |
| 3M | +24.6% | -29.2% | +53.8% | +24.2% |
| 6M | +8.2% | +10.3% | -2.1% | +8.4% |
| YTD | +15.3% | -20.4% | +35.6% | +15.2% |
| 1Y | +9.8% | -4.8% | +14.6% | +9.9% |
| 3Y | +71.4% | -11.6% | +82.9% | +72.5% |
| 5Y | +85.1% | -41.0% | +126.1% | +85.0% |
| All | +310.8% | +912.7% | -601.9% | +315.9% |
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 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