+37.7%
KR vs MKC
-31.4%
+69.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | +5.1% | -3.1% | +8.2% | +5.7% |
| 3M | -8.2% | +5.2% | -13.3% | -9.1% |
| 6M | -18.0% | -12.8% | -5.2% | -16.2% |
| YTD | -4.8% | -23.3% | +18.5% | -0.3% |
| 1Y | -11.0% | -24.1% | +13.1% | -6.8% |
| 3Y | +37.7% | -32.1% | +69.8% | +44.2% |
| All | +37.7% | -31.4% | +69.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling