+160.4%
MS vs KR
+59.5%
+100.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -1.4% |
| 30D | -3.8% | +14.3% | -18.0% | -1.8% |
| 3M | -14.6% | +18.9% | -33.5% | -12.3% |
| 6M | -5.1% | +3.8% | -8.9% | -4.1% |
| YTD | +4.5% | +10.2% | -5.7% | +5.8% |
| 1Y | +13.5% | +9.2% | +4.4% | +14.9% |
| 3Y | +160.4% | +60.3% | +100.1% | +164.5% |
| All | +160.4% | +59.5% | +100.9% | +164.5% |
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