+135.0%
DAL vs KR
+124.0%
+11.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.3% |
| 7D | +0.8% | -3.1% | +3.8% | +0.8% |
| 30D | -11.7% | +0.6% | -12.3% | -11.7% |
| 3M | -2.7% | -9.8% | +7.0% | -2.8% |
| 6M | +30.7% | -22.1% | +52.8% | +30.5% |
| YTD | +14.4% | -8.1% | +22.5% | +14.0% |
| 1Y | +31.2% | -14.7% | +45.9% | +30.9% |
| 3Y | +99.4% | +28.6% | +70.9% | +94.9% |
| 5Y | +98.6% | +36.4% | +62.2% | +92.5% |
| 10Y | +135.0% | +120.8% | +14.2% | +116.3% |
| All | +135.0% | +124.0% | +11.0% | +116.3% |
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