+119.0%
DLR vs KVUE
-20.6%
+139.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | +2.9% | -7.2% | +10.1% | +3.3% |
| 30D | -1.2% | -5.7% | +4.5% | -0.9% |
| 3M | +2.9% | +0.2% | +2.8% | +2.9% |
| 6M | +6.7% | 0.0% | +6.6% | +6.6% |
| YTD | +23.9% | +6.5% | +17.4% | +23.4% |
| 1Y | +18.6% | -1.4% | +20.0% | +18.5% |
| 3Y | +59.7% | -5.6% | +65.3% | +60.2% |
| All | +119.0% | -20.6% | +139.6% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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