+5,436.8%
MS vs KR
+4,817.3%
+619.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | +0.8% | +2.7% | -1.9% | -0.1% |
| 30D | -0.7% | +11.3% | -12.0% | -4.2% |
| 3M | -12.4% | +22.3% | -34.7% | -18.2% |
| 6M | -1.7% | +5.8% | -7.5% | -4.7% |
| YTD | +8.0% | +11.7% | -3.6% | +1.7% |
| 1Y | +16.2% | +8.9% | +7.3% | +10.2% |
| 3Y | +171.3% | +67.1% | +104.2% | +115.3% |
| 5Y | +124.8% | +80.0% | +44.7% | +68.4% |
| 10Y | +553.7% | +156.3% | +397.4% | +287.7% |
| All | +5,436.8% | +4,817.3% | +619.5% | +1,482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling