+104.3%
DAL vs KR
+159.1%
-54.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.3% |
| 7D | -1.1% | +4.6% | -5.7% | -1.1% |
| 30D | +12.8% | +12.2% | +0.6% | +12.9% |
| 3M | -5.3% | +24.6% | -29.8% | -5.1% |
| 6M | +22.4% | +8.2% | +14.2% | +22.3% |
| YTD | +25.6% | +15.3% | +10.3% | +25.4% |
| 1Y | +45.5% | +9.8% | +35.8% | +45.3% |
| 3Y | +161.0% | +71.4% | +89.6% | +154.9% |
| 5Y | +112.2% | +85.1% | +27.2% | +106.1% |
| All | +104.3% | +159.1% | -54.8% | +91.1% |
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