-11.0%
KR vs DE
+45.1%
-56.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.9% |
| 3M | -8.2% | +19.1% | -27.3% | -8.4% |
| 6M | -18.0% | +14.4% | -32.4% | -18.0% |
| YTD | -4.8% | +45.9% | -50.7% | -8.3% |
| 1Y | -11.0% | +43.6% | -54.6% | -15.6% |
| All | -11.0% | +45.1% | -56.1% | -15.6% |
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