+10.6%
KR vs MXL
+276.5%
-265.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -11.1% | +14.4% | +2.4% |
| 7D | +6.1% | -24.3% | +30.4% | +4.1% |
| 30D | +17.3% | -46.1% | +63.4% | +13.2% |
| 3M | +20.2% | -21.8% | +42.0% | +19.2% |
| 6M | +3.3% | -27.2% | +30.6% | +3.2% |
| YTD | +12.3% | +226.2% | -213.9% | +27.5% |
| 1Y | +10.6% | +297.0% | -286.4% | +28.4% |
| All | +10.6% | +276.5% | -265.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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