+133.4%
KR vs MRSH
+218.8%
-85.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.8% |
| 30D | +5.1% | -6.3% | +11.4% | +6.4% |
| 3M | -8.2% | +5.8% | -14.0% | -9.0% |
| 6M | -18.0% | +2.8% | -20.8% | -18.5% |
| YTD | -4.8% | -3.1% | -1.7% | -4.6% |
| 1Y | -11.0% | -11.3% | +0.2% | -9.5% |
| 3Y | +37.7% | -5.0% | +42.6% | +38.4% |
| 5Y | +52.8% | +19.2% | +33.6% | +48.0% |
| All | +133.4% | +218.8% | -85.4% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling