+20.9%
MS vs KR
+10.2%
+10.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +5.0% |
| 7D | +2.6% | +6.1% | -3.4% | +4.1% |
| 30D | +2.6% | +17.3% | -14.7% | +7.1% |
| 3M | -10.1% | +20.2% | -30.2% | -5.3% |
| 6M | +4.4% | +3.3% | +1.0% | +4.9% |
| YTD | +11.7% | +12.3% | -0.6% | +13.4% |
| 1Y | +20.9% | +10.6% | +10.3% | +22.8% |
| All | +20.9% | +10.2% | +10.7% | +22.8% |
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