+201.5%
KR vs DBX
+22.6%
+178.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.6% |
| 7D | -0.2% | +2.1% | -2.3% | -0.3% |
| 30D | +5.1% | +5.7% | -0.7% | +4.6% |
| 3M | -8.2% | +31.8% | -40.0% | -10.0% |
| 6M | -18.0% | +37.5% | -55.4% | -20.0% |
| YTD | -4.8% | +27.9% | -32.7% | -6.7% |
| 1Y | -11.0% | +15.0% | -26.1% | -12.2% |
| 3Y | +37.7% | +27.2% | +10.5% | +33.5% |
| 5Y | +52.8% | +12.8% | +40.0% | +48.5% |
| All | +201.5% | +22.6% | +178.9% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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