+44.7%
MS vs KR
-14.9%
+59.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.8% |
| 7D | +1.7% | -3.1% | +4.7% | +0.8% |
| 30D | 0.0% | +0.6% | -0.6% | +0.2% |
| 3M | +3.0% | -9.8% | +12.8% | +0.4% |
| 6M | +35.7% | -22.1% | +57.8% | +26.8% |
| YTD | +23.3% | -8.1% | +31.4% | +18.9% |
| 1Y | +44.7% | -14.7% | +59.3% | +38.8% |
| All | +44.7% | -14.9% | +59.6% | +38.8% |
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