+76.3%
MMM vs KR
+159.1%
-82.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -0.4% | +4.6% | -5.0% | -1.1% |
| 30D | +12.1% | +12.2% | -0.1% | +10.2% |
| 3M | +1.4% | +24.6% | -23.1% | -2.0% |
| 6M | +26.6% | +8.2% | +18.4% | +24.7% |
| YTD | +16.8% | +15.3% | +1.6% | +13.4% |
| 1Y | +10.1% | +9.8% | +0.3% | +7.7% |
| 3Y | +158.4% | +71.4% | +87.1% | +131.0% |
| 5Y | +43.1% | +85.1% | -42.0% | +25.2% |
| All | +76.3% | +159.1% | -82.8% | +42.0% |
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 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