+1,115.2%
DIA vs KR
+802.6%
+312.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.3% |
| 30D | -2.1% | +1.5% | -3.6% | -2.4% |
| 3M | +4.2% | -8.5% | +12.7% | +5.8% |
| 6M | +11.9% | -21.9% | +33.8% | +17.0% |
| YTD | +10.8% | -6.9% | +17.7% | +11.4% |
| 1Y | +17.5% | -14.0% | +31.5% | +19.9% |
| 3Y | +59.9% | +30.3% | +29.6% | +47.0% |
| 5Y | +64.1% | +37.7% | +26.4% | +46.3% |
| 10Y | +246.2% | +125.2% | +121.0% | +160.8% |
| All | +1,115.2% | +802.6% | +312.6% | +502.4% |
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 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