-13.5%
KR vs MOS
-16.6%
+3.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.5% |
| 7D | -1.3% | +7.1% | -8.3% | -1.5% |
| 30D | +1.5% | +15.0% | -13.5% | +1.0% |
| 3M | -8.5% | +24.1% | -32.6% | -9.4% |
| 6M | -21.9% | +2.7% | -24.6% | -21.4% |
| YTD | -6.9% | +12.2% | -19.1% | -7.7% |
| All | -13.5% | -16.6% | +3.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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