+133.4%
KR vs MTB
+173.8%
-40.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +5.1% | -4.8% | +9.9% | +5.5% |
| 3M | -8.2% | +6.0% | -14.1% | -8.6% |
| 6M | -18.0% | +19.6% | -37.6% | -19.2% |
| YTD | -4.8% | +21.5% | -26.3% | -6.5% |
| 1Y | -11.0% | +24.7% | -35.7% | -12.9% |
| 3Y | +37.7% | +108.6% | -70.9% | +27.2% |
| 5Y | +52.8% | +106.7% | -53.9% | +40.4% |
| All | +133.4% | +173.8% | -40.4% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling