+593.1%
MA vs KR
+159.1%
+434.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +1.3% | +4.6% | -3.3% | +1.1% |
| 30D | +9.6% | +12.2% | -2.6% | +9.0% |
| 3M | +16.8% | +24.6% | -7.8% | +15.6% |
| 6M | +35.2% | +8.2% | +27.0% | +34.4% |
| YTD | +16.6% | +15.3% | +1.3% | +15.4% |
| 1Y | +19.8% | +9.8% | +10.0% | +18.9% |
| 3Y | +70.7% | +71.4% | -0.7% | +65.9% |
| 5Y | +87.4% | +85.1% | +2.3% | +81.7% |
| All | +593.1% | +159.1% | +434.0% | +548.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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