-13.5%
KR vs MTSI
+110.9%
-124.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.5% | -2.1% |
| 7D | -1.3% | +4.9% | -6.2% | -0.7% |
| 30D | +1.5% | -11.6% | +13.1% | +0.3% |
| 3M | -8.5% | -24.1% | +15.5% | -10.7% |
| 6M | -21.9% | +32.4% | -54.3% | -19.4% |
| YTD | -6.9% | +60.4% | -67.3% | -3.5% |
| All | -13.5% | +110.9% | -124.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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