+52.0%
KR vs MOH
-19.7%
+71.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | +5.1% | -0.9% | +5.9% | +5.1% |
| 3M | -8.2% | +5.7% | -13.9% | -8.6% |
| 6M | -18.0% | +39.1% | -57.1% | -20.2% |
| YTD | -4.8% | +17.7% | -22.5% | -6.6% |
| 1Y | -11.0% | +8.4% | -19.4% | -12.4% |
| 3Y | +37.7% | -36.6% | +74.2% | +41.1% |
| All | +52.0% | -19.7% | +71.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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