+415.5%
DAL vs KR
+565.4%
-150.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +2.3% | +0.8% | +1.6% | +2.1% |
| 30D | +14.3% | +11.1% | +3.2% | +10.6% |
| 3M | +1.3% | +24.4% | -23.1% | -5.4% |
| 6M | +29.3% | +8.5% | +20.7% | +24.8% |
| YTD | +33.0% | +13.1% | +19.9% | +25.2% |
| 1Y | +59.8% | +9.3% | +50.6% | +51.9% |
| 3Y | +177.2% | +69.3% | +107.9% | +117.1% |
| 5Y | +118.4% | +83.2% | +35.1% | +58.8% |
| 10Y | +121.4% | +154.6% | -33.2% | +17.3% |
| All | +415.5% | +565.4% | -150.0% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling