-34.6%
MP vs KR
+10.2%
-44.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.2% | -8.3% | -3.3% |
| 7D | -12.5% | +6.1% | -18.6% | -9.5% |
| 30D | -23.3% | +17.3% | -40.7% | -15.8% |
| 3M | -24.4% | +20.2% | -44.5% | -15.7% |
| 6M | -45.8% | +3.3% | -49.1% | -43.0% |
| YTD | -28.9% | +12.3% | -41.2% | -25.8% |
| 1Y | -34.6% | +10.6% | -45.2% | -33.2% |
| All | -34.6% | +10.2% | -44.8% | -33.2% |
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 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