+392.2%
DAL vs KR
+548.3%
-156.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +2.9% |
| 7D | +8.8% | +1.4% | +7.4% | +8.4% |
| 30D | +5.4% | +14.3% | -8.9% | +1.1% |
| 3M | -4.9% | +18.9% | -23.8% | -10.0% |
| 6M | +19.8% | +3.8% | +16.0% | +17.3% |
| YTD | +27.0% | +10.2% | +16.8% | +20.5% |
| 1Y | +52.5% | +9.2% | +43.3% | +44.8% |
| 3Y | +173.8% | +60.3% | +113.6% | +118.4% |
| 5Y | +104.5% | +78.3% | +26.2% | +50.0% |
| 10Y | +129.7% | +169.9% | -40.1% | +15.2% |
| All | +392.2% | +548.3% | -156.1% | +4.0% |
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