-41.1%
MP vs KR
+8.7%
-49.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -2.9% |
| 7D | -3.6% | +2.7% | -6.3% | -1.9% |
| 30D | -21.0% | +11.3% | -32.3% | -15.4% |
| 3M | -33.3% | +22.3% | -55.6% | -24.5% |
| 6M | -45.9% | +5.8% | -51.7% | -42.7% |
| YTD | -27.8% | +11.7% | -39.5% | -24.2% |
| All | -41.1% | +8.7% | -49.8% | -38.4% |
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