+773.9%
MS vs KR
+123.5%
+650.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | -1.1% | +1.9% | -3.1% | -1.3% |
| 3M | +3.5% | -11.0% | +14.5% | +4.4% |
| 6M | +33.7% | -20.2% | +53.9% | +36.0% |
| YTD | +21.8% | -7.3% | +29.0% | +21.6% |
| 1Y | +41.1% | -13.1% | +54.2% | +41.8% |
| 3Y | +174.5% | +29.7% | +144.8% | +158.4% |
| 5Y | +140.7% | +48.8% | +91.9% | +120.1% |
| All | +773.9% | +123.5% | +650.4% | +635.3% |
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