+195.2%
MCD vs KR
+155.5%
+39.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +16.0% | +14.9% | +1.1% | +14.0% |
| 3M | 0.0% | +25.4% | -25.4% | -2.8% |
| 6M | +0.9% | +9.3% | -8.4% | -0.4% |
| YTD | -8.7% | +13.7% | -22.4% | -10.5% |
| 1Y | -8.6% | +9.2% | -17.7% | -9.9% |
| 3Y | +9.9% | +70.1% | -60.2% | +3.0% |
| 5Y | +22.6% | +82.5% | -59.8% | +13.9% |
| All | +195.2% | +155.5% | +39.7% | +163.2% |
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 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