+4,304.6%
KR vs MSI
+4,035.2%
+269.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +1.5% | -3.7% | +5.2% | +2.0% |
| 30D | +4.1% | +6.8% | -2.7% | +3.1% |
| 3M | -5.2% | +14.3% | -19.5% | -6.9% |
| 6M | -12.8% | -1.6% | -11.2% | -12.8% |
| YTD | -4.6% | +22.8% | -27.4% | -7.3% |
| 1Y | -11.7% | -1.1% | -10.6% | -11.8% |
| 3Y | +36.3% | +70.5% | -34.2% | +26.5% |
| 5Y | +40.0% | +102.8% | -62.8% | +26.6% |
| 10Y | +122.2% | +597.4% | -475.2% | +70.2% |
| All | +4,304.6% | +4,035.2% | +269.4% | +1,620.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling