-11.7%
KR vs MKTX
-8.5%
-3.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | +4.1% | +1.1% | +3.0% | +4.0% |
| 3M | -5.2% | +36.1% | -41.3% | -6.8% |
| 6M | -12.8% | -12.9% | +0.1% | -7.4% |
| YTD | -4.6% | -8.5% | +3.9% | 0.0% |
| 1Y | -11.7% | -7.5% | -4.1% | -7.0% |
| All | -11.7% | -8.5% | -3.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling