+68.9%
MP vs KR
+38.2%
+30.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.0% |
| 30D | +8.3% | +1.5% | +6.8% | +8.4% |
| 3M | -3.8% | -8.5% | +4.7% | -4.0% |
| 6M | -4.9% | -21.9% | +17.0% | -4.8% |
| YTD | +9.6% | -6.9% | +16.5% | +8.5% |
| 1Y | -11.7% | -14.0% | +2.3% | -12.2% |
| 3Y | +158.5% | +30.3% | +128.2% | +146.2% |
| 5Y | +68.9% | +37.7% | +31.2% | +55.3% |
| All | +68.9% | +38.2% | +30.7% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling