+499.0%
MA vs KR
+123.5%
+375.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | +0.7% | +1.9% | -1.2% | +0.6% |
| 3M | +15.8% | -11.0% | +26.8% | +16.3% |
| 6M | +10.2% | -20.2% | +30.4% | +11.0% |
| YTD | -0.5% | -7.3% | +6.8% | -0.4% |
| 1Y | -1.8% | -13.1% | +11.3% | -1.5% |
| 3Y | +38.7% | +29.7% | +9.0% | +36.7% |
| 5Y | +67.6% | +48.8% | +18.9% | +64.4% |
| All | +499.0% | +123.5% | +375.5% | +476.7% |
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