-3.9%
MCD vs KR
+10.2%
-14.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.3% | +5.7% |
| 7D | +11.9% | +6.1% | +5.8% | +10.4% |
| 30D | +20.2% | +17.3% | +2.9% | +16.1% |
| 3M | +5.2% | +20.2% | -15.0% | +1.0% |
| 6M | 0.0% | +3.3% | -3.3% | -2.4% |
| YTD | -6.5% | +12.3% | -18.8% | -9.9% |
| 1Y | -3.9% | +10.6% | -14.6% | -7.6% |
| All | -3.9% | +10.2% | -14.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling