+15,819.0%
MA vs KR
+928.9%
+14,890.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +1.3% | +4.6% | -3.3% | +0.3% |
| 30D | +9.6% | +12.2% | -2.6% | +6.8% |
| 3M | +16.8% | +24.6% | -7.8% | +11.1% |
| 6M | +35.2% | +8.2% | +27.0% | +32.3% |
| YTD | +16.6% | +15.3% | +1.3% | +11.7% |
| 1Y | +19.8% | +9.8% | +10.0% | +16.0% |
| 3Y | +70.7% | +71.4% | -0.7% | +46.3% |
| 5Y | +87.4% | +85.1% | +2.3% | +53.6% |
| 10Y | +570.0% | +159.4% | +410.7% | +355.7% |
| All | +15,819.0% | +928.9% | +14,890.1% | +6,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling