+133.4%
KR vs MKSI
+524.1%
-390.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | -0.2% | +2.7% | -2.9% | -0.1% |
| 30D | +5.1% | -12.8% | +17.8% | +4.8% |
| 3M | -8.2% | -22.5% | +14.4% | -8.5% |
| 6M | -18.0% | +19.4% | -37.4% | -18.2% |
| YTD | -4.8% | +67.7% | -72.5% | -5.3% |
| 1Y | -11.0% | +131.4% | -142.4% | -11.9% |
| 3Y | +37.7% | +197.3% | -159.7% | +34.2% |
| 5Y | +52.8% | +87.0% | -34.2% | +50.4% |
| All | +133.4% | +524.1% | -390.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling