+351.3%
DAL vs KR
+461.1%
-109.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | -13.9% | +4.1% | -18.0% | -15.0% |
| 3M | +1.1% | -5.2% | +6.3% | +2.2% |
| 6M | +26.2% | -12.8% | +39.0% | +29.7% |
| YTD | +16.4% | -4.6% | +21.0% | +15.7% |
| 1Y | +33.9% | -11.7% | +45.5% | +35.8% |
| 3Y | +93.4% | +36.3% | +57.1% | +62.3% |
| 5Y | +106.4% | +40.0% | +66.4% | +64.4% |
| 10Y | +143.0% | +122.2% | +20.8% | +31.2% |
| All | +351.3% | +461.1% | -109.8% | -0.2% |
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