+1,671.0%
DIS vs KR
+5,345.4%
-3,674.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +10.3% | +11.1% | -0.8% | +8.0% |
| 3M | +15.6% | +24.4% | -8.8% | +10.7% |
| 6M | +15.1% | +8.5% | +6.6% | +12.9% |
| YTD | +6.0% | +13.1% | -7.2% | +2.6% |
| 1Y | +5.7% | +9.3% | -3.6% | +2.9% |
| 3Y | +39.8% | +69.3% | -29.5% | +22.9% |
| 5Y | -23.9% | +83.2% | -107.1% | -35.2% |
| 10Y | +32.9% | +154.6% | -121.6% | -0.2% |
| All | +1,671.0% | +5,345.4% | -3,674.4% | +528.1% |
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 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