+51.2%
MMM vs KR
+123.5%
-72.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -3.2% | -2.7% | -0.6% | -2.8% |
| 30D | -10.7% | +1.9% | -12.6% | -11.0% |
| 3M | +4.3% | -11.0% | +15.3% | +5.9% |
| 6M | +5.9% | -20.2% | +26.1% | +9.2% |
| YTD | +3.2% | -7.3% | +10.4% | +3.6% |
| 1Y | +8.0% | -13.1% | +21.1% | +9.4% |
| 3Y | +99.1% | +29.7% | +69.4% | +86.1% |
| 5Y | +25.7% | +48.8% | -23.0% | +13.9% |
| All | +51.2% | +123.5% | -72.3% | +25.7% |
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