+2,460.4%
MAR vs KR
+630.9%
+1,829.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.2% |
| 30D | -4.7% | +0.6% | -5.3% | -4.8% |
| 3M | -15.6% | -9.8% | -5.8% | -13.9% |
| 6M | +1.2% | -22.1% | +23.4% | +6.4% |
| YTD | +7.5% | -8.1% | +15.6% | +8.4% |
| 1Y | +26.6% | -14.7% | +41.3% | +29.6% |
| 3Y | +66.0% | +28.6% | +37.4% | +51.5% |
| 5Y | +154.1% | +36.4% | +117.7% | +123.7% |
| 10Y | +441.9% | +120.8% | +321.1% | +282.1% |
| All | +2,460.4% | +630.9% | +1,829.5% | +995.5% |
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