+37.7%
KR vs MTCH
-0.9%
+38.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 3M | -8.2% | +23.3% | -31.4% | -8.5% |
| 6M | -18.0% | +40.1% | -58.1% | -18.5% |
| YTD | -4.8% | +33.6% | -38.4% | -5.4% |
| 1Y | -11.0% | +14.1% | -25.1% | -11.2% |
| 3Y | +37.7% | +1.4% | +36.2% | +45.7% |
| All | +37.7% | -0.9% | +38.6% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling