-11.0%
KR vs MTB
+24.6%
-35.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.6% |
| 3M | -8.2% | +6.0% | -14.1% | -7.4% |
| 6M | -18.0% | +19.6% | -37.6% | -15.2% |
| YTD | -4.8% | +21.5% | -26.3% | -3.7% |
| 1Y | -11.0% | +24.7% | -35.7% | -8.5% |
| All | -11.0% | +24.6% | -35.6% | -8.5% |
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