+131,933.8%
MSFT vs KR
+4,382.3%
+127,551.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.7% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -1.0% | +1.5% | -2.5% | -1.3% |
| 3M | +20.2% | -8.5% | +28.7% | +21.9% |
| 6M | +21.3% | -21.9% | +43.1% | +26.3% |
| YTD | +2.8% | -6.9% | +9.7% | +3.3% |
| 1Y | 0.0% | -14.0% | +13.9% | +1.8% |
| 3Y | +51.2% | +30.3% | +20.9% | +40.0% |
| 5Y | +71.4% | +37.7% | +33.7% | +54.1% |
| 10Y | +868.6% | +125.2% | +743.4% | +650.8% |
| All | +131,933.8% | +4,382.3% | +127,551.5% | +46,724.6% |
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