+193.6%
KR vs DBX
+20.9%
+172.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -2.7% | -1.8% | -0.8% | -2.5% |
| 30D | +1.9% | +2.8% | -0.9% | +1.7% |
| 3M | -11.0% | +26.8% | -37.8% | -12.6% |
| 6M | -20.2% | +32.8% | -53.0% | -22.0% |
| YTD | -7.3% | +26.1% | -33.4% | -9.0% |
| 1Y | -13.1% | +14.1% | -27.2% | -14.3% |
| 3Y | +29.7% | +25.7% | +4.0% | +25.9% |
| 5Y | +48.8% | +11.2% | +37.6% | +44.8% |
| All | +193.6% | +20.9% | +172.7% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling