+4,297.1%
KR vs MRSH
+3,263.4%
+1,033.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.2% | -4.8% | +4.6% | +1.2% |
| 30D | +5.1% | -6.3% | +11.4% | +6.9% |
| 3M | -8.2% | +5.8% | -14.0% | -9.5% |
| 6M | -18.0% | +2.8% | -20.8% | -18.7% |
| YTD | -4.8% | -3.1% | -1.7% | -4.5% |
| 1Y | -11.0% | -11.3% | +0.2% | -8.7% |
| 3Y | +37.7% | -5.0% | +42.6% | +38.0% |
| 5Y | +52.8% | +19.2% | +33.6% | +42.9% |
| 10Y | +128.8% | +217.4% | -88.6% | +57.5% |
| All | +4,297.1% | +3,263.4% | +1,033.7% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling