+144.8%
MS vs KR
+38.2%
+106.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | +2.5% | -1.3% | +3.7% | +2.5% |
| 30D | 0.0% | +1.5% | -1.6% | -0.1% |
| 3M | +2.4% | -8.5% | +11.0% | +2.6% |
| 6M | +36.4% | -21.9% | +58.3% | +37.2% |
| YTD | +23.8% | -6.9% | +30.7% | +23.0% |
| 1Y | +48.6% | -14.0% | +62.6% | +48.5% |
| 3Y | +179.1% | +30.3% | +148.8% | +160.4% |
| 5Y | +144.8% | +37.7% | +107.1% | +121.0% |
| All | +144.8% | +38.2% | +106.6% | +121.0% |
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