+2.3%
KR vs MULL
+2,337.2%
-2,334.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.6% |
| 7D | -0.2% | -8.4% | +8.3% | -0.7% |
| 30D | +5.1% | +9.7% | -4.6% | +6.0% |
| 3M | -8.2% | -26.8% | +18.6% | -7.2% |
| 6M | -18.0% | +220.7% | -238.7% | -7.8% |
| YTD | -4.8% | +509.0% | -513.8% | +11.2% |
| 1Y | -11.0% | +1,739.5% | -1,750.5% | +11.4% |
| All | +2.3% | +2,337.2% | -2,334.9% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling