+48.8%
KR vs MSI
+100.4%
-51.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | +1.9% | -0.6% | +2.6% | +2.0% |
| 3M | -11.0% | +13.0% | -24.1% | -13.5% |
| 6M | -20.2% | +0.5% | -20.7% | -20.6% |
| YTD | -7.3% | +21.7% | -29.0% | -11.7% |
| 1Y | -13.1% | -2.6% | -10.5% | -13.3% |
| 3Y | +29.7% | +69.7% | -39.9% | +13.1% |
| 5Y | +48.8% | +102.8% | -54.0% | +23.3% |
| All | +48.8% | +100.4% | -51.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling