+5,256.1%
MS vs KR
+4,752.8%
+503.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -3.8% | +14.3% | -18.0% | -8.0% |
| 3M | -14.6% | +18.9% | -33.5% | -19.6% |
| 6M | -5.1% | +3.8% | -8.9% | -7.4% |
| YTD | +4.5% | +10.2% | -5.7% | -1.2% |
| 1Y | +13.5% | +9.2% | +4.4% | +7.5% |
| 3Y | +160.4% | +60.3% | +100.1% | +109.5% |
| 5Y | +112.9% | +78.3% | +34.6% | +60.0% |
| 10Y | +633.4% | +169.9% | +463.5% | +325.5% |
| All | +5,256.1% | +4,752.8% | +503.4% | +1,437.2% |
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