-0.3%
MSFT vs KR
-13.3%
+13.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | +5.1% | -4.2% | +1.3% |
| 3M | +27.2% | -8.2% | +35.4% | +25.8% |
| 6M | +22.9% | -18.0% | +40.9% | +20.9% |
| YTD | +3.1% | -4.8% | +7.9% | +1.9% |
| 1Y | -0.3% | -11.0% | +10.8% | -1.4% |
| All | -0.3% | -13.3% | +13.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling