+133.4%
KR vs MXL
+313.4%
-180.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.5% | -4.8% | +2.8% |
| 7D | -0.2% | +18.9% | -19.0% | +0.1% |
| 30D | +5.1% | +0.3% | +4.7% | +5.1% |
| 3M | -8.2% | -8.0% | -0.1% | -8.1% |
| 6M | -18.0% | +341.2% | -359.2% | -17.9% |
| YTD | -4.8% | +327.8% | -332.6% | -4.7% |
| 1Y | -11.0% | +364.9% | -375.9% | -11.1% |
| 3Y | +37.7% | +229.2% | -191.6% | +37.3% |
| 5Y | +52.8% | +42.8% | +10.0% | +53.7% |
| All | +133.4% | +313.4% | -180.0% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling