-11.7%
KR vs DE
+49.4%
-61.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | +1.5% | +10.0% | -8.5% | +1.3% |
| 30D | +4.1% | +13.3% | -9.2% | +3.8% |
| 3M | -5.2% | +17.5% | -22.7% | -5.5% |
| 6M | -12.8% | +13.6% | -26.3% | -12.8% |
| YTD | -4.6% | +49.8% | -54.4% | -8.4% |
| 1Y | -11.7% | +47.9% | -59.5% | -17.0% |
| All | -11.7% | +49.4% | -61.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling