-11.7%
KR vs MSI
-0.7%
-11.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +1.5% | -3.7% | +5.2% | +2.4% |
| 30D | +4.1% | +6.8% | -2.7% | +2.2% |
| 3M | -5.2% | +14.3% | -19.5% | -8.6% |
| 6M | -12.8% | -1.6% | -11.2% | -12.9% |
| YTD | -4.6% | +22.8% | -27.4% | -11.3% |
| 1Y | -11.7% | -1.1% | -10.6% | -14.8% |
| All | -11.7% | -0.7% | -11.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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