+19.4%
MCD vs KR
+36.6%
-17.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.4% |
| 30D | -6.7% | +0.6% | -7.4% | -6.8% |
| 3M | -9.6% | -9.8% | +0.2% | -8.2% |
| 6M | -22.3% | -22.1% | -0.2% | -19.4% |
| YTD | -15.4% | -8.1% | -7.3% | -14.7% |
| 1Y | -16.8% | -14.7% | -2.2% | -15.1% |
| 3Y | -2.4% | +28.6% | -31.0% | -6.7% |
| 5Y | +19.4% | +36.4% | -17.0% | +13.0% |
| All | +19.4% | +36.6% | -17.3% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling