+10.6%
KR vs MULL
+444.9%
-434.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -13.8% | +17.0% | +2.2% |
| 7D | +6.1% | -35.9% | +42.0% | +3.0% |
| 30D | +17.3% | -47.3% | +64.7% | +12.9% |
| 3M | +20.2% | -30.6% | +50.7% | +18.5% |
| 6M | +3.3% | +13.7% | -10.4% | +9.5% |
| YTD | +12.3% | +272.1% | -259.8% | +25.7% |
| 1Y | +10.6% | +475.1% | -464.4% | +25.3% |
| All | +10.6% | +444.9% | -434.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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