-7.7%
DIS vs KR
-13.3%
+5.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.6% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +3.2% | +5.1% | -1.8% | +3.2% |
| 3M | +7.0% | -8.2% | +15.2% | +6.1% |
| 6M | +6.4% | -18.0% | +24.4% | +4.9% |
| YTD | -5.6% | -4.8% | -0.9% | -7.4% |
| 1Y | -7.7% | -11.0% | +3.4% | -9.0% |
| All | -7.7% | -13.3% | +5.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling