+67.6%
MA vs KR
+41.9%
+25.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -3.3% |
| 30D | +0.7% | +1.9% | -1.2% | +0.6% |
| 3M | +15.8% | -11.0% | +26.8% | +16.5% |
| 6M | +10.2% | -20.2% | +30.4% | +11.5% |
| YTD | -0.5% | -7.3% | +6.8% | -0.5% |
| 1Y | -1.8% | -13.1% | +11.3% | -1.4% |
| 3Y | +38.7% | +29.7% | +9.0% | +34.6% |
| 5Y | +67.6% | +48.8% | +18.9% | +58.2% |
| All | +67.6% | +41.9% | +25.7% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling