+10.6%
KR vs MTB
+27.0%
-16.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +3.3% |
| 7D | +6.1% | +2.0% | +4.1% | +6.1% |
| 30D | +17.3% | +2.9% | +14.4% | +17.5% |
| 3M | +20.2% | -10.7% | +30.8% | +18.9% |
| 6M | +3.3% | +6.3% | -3.0% | +5.6% |
| YTD | +12.3% | +13.8% | -1.5% | +13.6% |
| 1Y | +10.6% | +27.7% | -17.1% | +9.9% |
| All | +10.6% | +27.0% | -16.3% | +9.9% |
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