+5,057.1%
KR vs MOS
+129.4%
+4,927.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +2.7% | +24.8% | -22.1% | +0.4% |
| 30D | +11.3% | +22.7% | -11.4% | +8.9% |
| 3M | +22.3% | -1.2% | +23.5% | +22.0% |
| 6M | +5.8% | +5.5% | +0.2% | +4.5% |
| YTD | +11.7% | -2.0% | +13.6% | +10.7% |
| 1Y | +8.9% | -7.9% | +16.8% | +8.6% |
| 3Y | +67.1% | -25.0% | +92.1% | +67.8% |
| 5Y | +80.0% | -27.7% | +107.8% | +78.6% |
| 10Y | +156.3% | -1.6% | +157.8% | +134.3% |
| All | +5,057.1% | +129.4% | +4,927.7% | +2,981.9% |
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