+151.0%
KR vs D
+48.0%
+103.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.6% | -1.4% | +5.9% | +4.9% |
| 30D | +12.2% | +7.7% | +4.5% | +10.2% |
| 3M | +24.6% | -0.3% | +24.8% | +24.6% |
| 6M | +8.2% | +10.1% | -1.9% | +5.6% |
| YTD | +15.3% | +19.1% | -3.8% | +10.3% |
| 1Y | +9.8% | +15.9% | -6.2% | +5.7% |
| 3Y | +71.4% | +75.0% | -3.6% | +48.7% |
| 5Y | +85.1% | +13.4% | +71.7% | +77.5% |
| All | +151.0% | +48.0% | +103.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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