+37.7%
KR vs D
+8.5%
+29.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.6% |
| 7D | -1.3% | +0.8% | -2.0% | -1.5% |
| 30D | +1.5% | -0.7% | +2.3% | +1.7% |
| 3M | -8.5% | +2.1% | -10.6% | -9.2% |
| 6M | -21.9% | +6.8% | -28.7% | -23.7% |
| YTD | -6.9% | +16.5% | -23.4% | -11.5% |
| 1Y | -14.0% | +19.2% | -33.1% | -19.0% |
| 3Y | +30.3% | +61.9% | -31.6% | +9.4% |
| 5Y | +37.7% | +6.5% | +31.2% | +44.0% |
| All | +37.7% | +8.5% | +29.2% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling