+4,143.0%
KR vs MTB
+8,229.7%
-4,086.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -3.1% | +1.1% | -4.1% | -3.3% |
| 30D | +0.6% | -4.6% | +5.2% | +1.5% |
| 3M | -9.8% | +6.3% | -16.0% | -10.9% |
| 6M | -22.1% | +15.6% | -37.7% | -24.4% |
| YTD | -8.1% | +20.6% | -28.7% | -11.7% |
| 1Y | -14.7% | +22.5% | -37.2% | -18.4% |
| 3Y | +28.6% | +114.4% | -85.9% | +8.0% |
| 5Y | +36.4% | +101.9% | -65.5% | +13.4% |
| 10Y | +120.8% | +170.4% | -49.6% | +60.2% |
| All | +4,143.0% | +8,229.7% | -4,086.7% | +939.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling