+64.1%
DIA vs KR
+52.3%
+11.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.0% | +5.1% | -7.1% | -2.4% |
| 3M | +3.6% | -8.2% | +11.8% | +4.2% |
| 6M | +11.5% | -18.0% | +29.5% | +13.0% |
| YTD | +10.4% | -4.8% | +15.1% | +10.1% |
| 1Y | +15.6% | -11.0% | +26.6% | +16.0% |
| 3Y | +58.9% | +37.7% | +21.2% | +48.4% |
| All | +64.1% | +52.3% | +11.8% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling