-41.7%
DIS vs KR
+38.4%
-80.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | -0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +0.1% | +1.5% | -1.4% | +0.1% |
| 3M | +7.1% | -8.5% | +15.6% | +7.4% |
| 6M | +4.3% | -21.9% | +26.1% | +5.4% |
| YTD | -6.9% | -6.9% | -0.1% | -7.0% |
| 1Y | -10.3% | -14.0% | +3.7% | -10.0% |
| 3Y | +32.8% | +30.3% | +2.5% | +25.2% |
| All | -41.7% | +38.4% | -80.2% | -46.1% |
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