+878.4%
MSFT vs KR
+129.5%
+748.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | +5.1% | -4.2% | +0.4% |
| 3M | +27.2% | -8.2% | +35.4% | +28.0% |
| 6M | +22.9% | -18.0% | +40.9% | +24.8% |
| YTD | +3.1% | -4.8% | +7.9% | +3.1% |
| 1Y | -0.3% | -11.0% | +10.8% | +0.3% |
| 3Y | +50.1% | +37.7% | +12.4% | +42.2% |
| 5Y | +74.6% | +52.8% | +21.9% | +61.8% |
| All | +878.4% | +129.5% | +748.9% | +746.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling