+203.8%
DHR vs KR
+129.5%
+74.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -2.7% | +5.1% | -7.8% | -3.0% |
| 3M | +10.9% | -8.2% | +19.1% | +11.3% |
| 6M | +3.0% | -18.0% | +21.0% | +3.9% |
| YTD | -12.2% | -4.8% | -7.4% | -12.3% |
| 1Y | +3.3% | -11.0% | +14.3% | +3.6% |
| 3Y | -8.2% | +37.7% | -45.9% | -11.6% |
| 5Y | -29.9% | +52.8% | -82.7% | -33.1% |
| All | +203.8% | +129.5% | +74.3% | +182.9% |
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