+267.3%
MP vs KR
+148.8%
+118.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.9% |
| 7D | +2.3% | +0.8% | +1.5% | +2.4% |
| 30D | -15.3% | +11.1% | -26.4% | -14.5% |
| 3M | -33.5% | +24.4% | -57.9% | -32.3% |
| 6M | -45.5% | +8.5% | -54.1% | -44.8% |
| YTD | -27.3% | +13.1% | -40.4% | -26.6% |
| 1Y | -40.7% | +9.3% | -50.0% | -40.1% |
| 3Y | +145.9% | +69.3% | +76.6% | +144.4% |
| 5Y | -13.9% | +83.2% | -97.1% | -12.5% |
| All | +267.3% | +148.8% | +118.5% | +280.3% |
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