+433.8%
MAR vs KR
+129.5%
+304.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.7% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -5.4% | +5.1% | -10.5% | -5.4% |
| 3M | -15.5% | -8.2% | -7.3% | -15.5% |
| 6M | +3.0% | -18.0% | +20.9% | +2.9% |
| YTD | +8.5% | -4.8% | +13.3% | +8.3% |
| 1Y | +26.0% | -11.0% | +37.0% | +25.8% |
| 3Y | +68.6% | +37.7% | +30.9% | +67.1% |
| 5Y | +157.4% | +52.8% | +104.6% | +156.2% |
| All | +433.8% | +129.5% | +304.3% | +429.8% |
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