+133.4%
KR vs MTCH
+208.0%
-74.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.7% |
| 7D | -0.2% | +1.3% | -1.4% | -0.2% |
| 30D | +5.1% | +15.9% | -10.8% | +4.7% |
| 3M | -8.2% | +23.3% | -31.4% | -8.6% |
| 6M | -18.0% | +40.1% | -58.1% | -18.7% |
| YTD | -4.8% | +33.6% | -38.4% | -5.5% |
| 1Y | -11.0% | +14.1% | -25.1% | -11.4% |
| 3Y | +37.7% | +1.4% | +36.2% | +37.0% |
| 5Y | +52.8% | -73.1% | +125.9% | +54.2% |
| All | +133.4% | +208.0% | -74.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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