+133.4%
KR vs DE
+863.9%
-730.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | +5.1% | +9.0% | -4.0% | +3.9% |
| 3M | -8.2% | +19.1% | -27.3% | -10.2% |
| 6M | -18.0% | +14.4% | -32.4% | -19.6% |
| YTD | -4.8% | +45.9% | -50.7% | -9.8% |
| 1Y | -11.0% | +43.6% | -54.6% | -15.7% |
| 3Y | +37.7% | +75.9% | -38.2% | +25.6% |
| 5Y | +52.8% | +98.8% | -46.0% | +35.8% |
| All | +133.4% | +863.9% | -730.5% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling