+22.7%
DIS vs KR
+123.5%
-100.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -1.3% | -2.7% | +1.4% | -1.1% |
| 30D | +2.2% | +1.9% | +0.3% | +2.1% |
| 3M | +8.1% | -11.0% | +19.2% | +8.7% |
| 6M | +5.2% | -20.2% | +25.4% | +6.3% |
| YTD | -6.3% | -7.3% | +1.0% | -6.2% |
| 1Y | -7.3% | -13.1% | +5.8% | -6.9% |
| 3Y | +33.8% | +29.7% | +4.1% | +29.6% |
| 5Y | -40.7% | +48.8% | -89.5% | -43.2% |
| All | +22.7% | +123.5% | -100.8% | +12.7% |
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