+52.0%
KR vs MKSI
+84.1%
-32.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.9% |
| 7D | -0.2% | +2.7% | -2.9% | 0.0% |
| 30D | +5.1% | -12.8% | +17.8% | +4.1% |
| 3M | -8.2% | -22.5% | +14.4% | -9.3% |
| 6M | -18.0% | +19.4% | -37.4% | -16.9% |
| YTD | -4.8% | +67.7% | -72.5% | -2.0% |
| 1Y | -11.0% | +131.4% | -142.4% | -7.3% |
| 3Y | +37.7% | +197.3% | -159.7% | +44.5% |
| All | +52.0% | +84.1% | -32.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling