+131.7%
MP vs KR
+64.9%
+66.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +4.4% |
| 7D | -10.5% | +1.4% | -11.9% | -10.1% |
| 30D | -23.5% | +14.3% | -37.8% | -21.1% |
| 3M | -25.4% | +18.9% | -44.4% | -22.4% |
| 6M | -51.3% | +3.8% | -55.1% | -50.0% |
| YTD | -29.9% | +10.2% | -40.1% | -28.5% |
| 1Y | -31.8% | +9.2% | -41.0% | -30.5% |
| All | +131.7% | +64.9% | +66.8% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling