+100.0%
DAL vs KR
+37.0%
+63.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.9% |
| 7D | +3.4% | -1.3% | +4.7% | +3.1% |
| 30D | -13.6% | +1.5% | -15.1% | -13.3% |
| 3M | +1.2% | -8.5% | +9.7% | -0.5% |
| 6M | +34.5% | -21.9% | +56.4% | +28.6% |
| YTD | +14.7% | -6.9% | +21.5% | +12.6% |
| 1Y | +29.2% | -14.0% | +43.2% | +25.9% |
| 3Y | +100.0% | +30.3% | +69.7% | +96.1% |
| All | +100.0% | +37.0% | +63.0% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling