-6.8%
KR vs MDLN
-7.1%
+0.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -11.1% | +10.9% | +1.0% |
| 30D | +5.1% | -8.4% | +13.4% | +5.9% |
| 3M | -8.2% | -12.4% | +4.2% | -7.1% |
| 6M | -18.0% | -23.3% | +5.3% | -16.7% |
| YTD | -4.8% | -22.5% | +17.8% | -3.7% |
| All | -6.8% | -7.1% | +0.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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