+5,222.5%
KR vs MSI
+4,605.3%
+617.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +4.6% | +3.2% | +1.3% | +4.1% |
| 30D | +12.2% | +17.6% | -5.4% | +9.9% |
| 3M | +24.6% | +14.5% | +10.0% | +22.4% |
| 6M | +8.2% | +34.3% | -26.1% | +4.1% |
| YTD | +15.3% | +39.7% | -24.5% | +10.2% |
| 1Y | +9.8% | +40.2% | -30.4% | +4.9% |
| 3Y | +71.4% | +77.1% | -5.8% | +58.4% |
| 5Y | +85.1% | +124.0% | -39.0% | +65.2% |
| 10Y | +159.4% | +665.5% | -506.1% | +96.3% |
| All | +5,222.5% | +4,605.3% | +617.3% | +1,944.3% |
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 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