+52.0%
KR vs MDY
+46.3%
+5.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | +5.1% | -4.6% | +9.7% | +5.6% |
| 3M | -8.2% | -1.2% | -6.9% | -8.1% |
| 6M | -18.0% | +9.2% | -27.2% | -19.1% |
| YTD | -4.8% | +13.1% | -17.8% | -6.8% |
| 1Y | -11.0% | +13.0% | -24.0% | -13.0% |
| 3Y | +37.7% | +49.2% | -11.6% | +24.2% |
| All | +52.0% | +46.3% | +5.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling