+4,143.0%
KR vs DD
+932.3%
+3,210.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.9% |
| 7D | -3.1% | -3.8% | +0.7% | -2.4% |
| 30D | +0.6% | -9.2% | +9.8% | +2.3% |
| 3M | -9.8% | -9.0% | -0.8% | -8.5% |
| 6M | -22.1% | -5.0% | -17.2% | -22.0% |
| YTD | -8.1% | +7.4% | -15.5% | -10.2% |
| 1Y | -14.7% | +35.1% | -49.8% | -20.3% |
| 3Y | +28.6% | +43.2% | -14.6% | +16.3% |
| 5Y | +36.4% | +59.6% | -23.3% | +19.0% |
| 10Y | +120.8% | +66.5% | +54.3% | +80.8% |
| All | +4,143.0% | +932.3% | +3,210.7% | +1,519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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