+4,989.5%
KR vs MOS
+123.1%
+4,866.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.4% | +21.6% | -20.2% | -0.6% |
| 30D | +14.3% | +12.0% | +2.3% | +12.8% |
| 3M | +18.9% | -3.9% | +22.8% | +19.0% |
| 6M | +3.8% | -3.3% | +7.1% | +3.5% |
| YTD | +10.2% | -4.6% | +14.9% | +9.6% |
| 1Y | +9.2% | -7.0% | +16.1% | +8.7% |
| 3Y | +60.3% | -24.4% | +84.7% | +60.8% |
| 5Y | +78.3% | -32.1% | +110.4% | +77.9% |
| 10Y | +169.9% | +10.3% | +159.5% | +143.7% |
| All | +4,989.5% | +123.1% | +4,866.3% | +2,949.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling