+4,181.3%
KR vs DE
+14,511.5%
-10,330.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +1.9% | +9.7% | -7.8% | +0.2% |
| 3M | -11.0% | +21.4% | -32.4% | -14.3% |
| 6M | -20.2% | +15.0% | -35.2% | -22.6% |
| YTD | -7.3% | +46.4% | -53.7% | -14.1% |
| 1Y | -13.1% | +45.6% | -58.7% | -19.6% |
| 3Y | +29.7% | +76.8% | -47.0% | +14.4% |
| 5Y | +48.8% | +99.4% | -50.7% | +26.5% |
| 10Y | +122.8% | +864.6% | -741.8% | +34.6% |
| All | +4,181.3% | +14,511.5% | -10,330.2% | +1,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling