+37.7%
KR vs MKSI
+190.8%
-153.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +3.0% |
| 7D | -0.2% | +2.7% | -2.9% | +0.2% |
| 30D | +5.1% | -12.8% | +17.8% | +3.4% |
| 3M | -8.2% | -22.5% | +14.4% | -10.0% |
| 6M | -18.0% | +19.4% | -37.4% | -15.6% |
| YTD | -4.8% | +67.7% | -72.5% | +1.2% |
| 1Y | -11.0% | +131.4% | -142.4% | -2.6% |
| 3Y | +37.7% | +197.3% | -159.7% | +59.1% |
| All | +37.7% | +190.8% | -153.2% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling