-11.7%
KR vs MTB
+23.4%
-35.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.5% | +1.7% | -0.2% | +1.6% |
| 30D | +4.1% | -4.2% | +8.3% | +3.7% |
| 3M | -5.2% | +8.9% | -14.1% | -4.1% |
| 6M | -12.8% | +10.9% | -23.6% | -10.7% |
| YTD | -4.6% | +21.5% | -26.1% | -3.5% |
| 1Y | -11.7% | +21.9% | -33.6% | -8.6% |
| All | -11.7% | +23.4% | -35.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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