+5,744.5%
MU vs KR
+123.5%
+5,621.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.8% |
| 7D | +2.0% | -2.7% | +4.7% | +1.8% |
| 30D | +12.5% | +1.9% | +10.6% | +12.8% |
| 3M | +9.6% | -11.0% | +20.7% | +9.2% |
| 6M | +142.6% | -20.2% | +162.8% | +141.5% |
| YTD | +242.7% | -7.3% | +249.9% | +241.0% |
| 1Y | +599.3% | -13.1% | +612.4% | +596.5% |
| 3Y | +1,308.3% | +29.7% | +1,278.6% | +1,258.8% |
| 5Y | +1,263.7% | +48.8% | +1,215.0% | +1,192.9% |
| All | +5,744.5% | +123.5% | +5,621.0% | +5,279.7% |
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