-1.3%
KR vs MULL
+2,620.5%
-2,621.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.0% |
| 7D | -3.1% | +14.8% | -17.8% | -2.2% |
| 30D | +0.6% | +36.6% | -35.9% | +2.9% |
| 3M | -9.8% | -8.9% | -0.9% | -7.6% |
| 6M | -22.1% | +311.9% | -334.1% | -11.3% |
| YTD | -8.1% | +579.8% | -588.0% | +8.0% |
| 1Y | -14.7% | +2,421.5% | -2,436.2% | +8.8% |
| All | -1.3% | +2,620.5% | -2,621.8% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling