+125.6%
DAL vs KR
+161.7%
-36.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | +10.7% | +2.7% | +8.0% | +10.7% |
| 30D | +12.5% | +11.3% | +1.2% | +12.6% |
| 3M | +3.6% | +22.3% | -18.6% | +3.8% |
| 6M | +26.7% | +5.8% | +21.0% | +26.7% |
| YTD | +34.3% | +11.7% | +22.6% | +34.0% |
| 1Y | +59.1% | +8.9% | +50.3% | +58.8% |
| 3Y | +179.9% | +67.1% | +112.7% | +173.1% |
| 5Y | +119.1% | +80.0% | +39.1% | +112.5% |
| 10Y | +125.6% | +156.3% | -30.7% | +108.5% |
| All | +125.6% | +161.7% | -36.1% | +108.5% |
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