+73.5%
MSFT vs KR
+41.9%
+31.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -3.5% | -2.7% | -0.8% | -3.5% |
| 30D | -2.1% | +1.9% | -4.0% | -2.1% |
| 3M | +24.2% | -11.0% | +35.2% | +24.1% |
| 6M | +21.9% | -20.2% | +42.1% | +21.9% |
| YTD | +2.5% | -7.3% | +9.7% | +2.2% |
| 1Y | -0.8% | -13.1% | +12.3% | -0.9% |
| 3Y | +50.8% | +29.7% | +21.0% | +46.7% |
| 5Y | +73.5% | +48.8% | +24.8% | +71.2% |
| All | +73.5% | +41.9% | +31.6% | +71.2% |
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 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