-18.0%
KR vs MOH
+44.5%
-62.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.5% |
| 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% | -19.3% |
| All | -18.0% | +44.5% | -62.5% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling