+42.0%
KR vs DECK
+25.5%
+16.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | +0.1% |
| 7D | +1.5% | -2.2% | +3.7% | +1.5% |
| 30D | +4.1% | -13.6% | +17.7% | +4.0% |
| 3M | -5.2% | -21.2% | +16.0% | -5.3% |
| 6M | -12.8% | -21.1% | +8.3% | -12.8% |
| YTD | -4.6% | -17.2% | +12.6% | -4.6% |
| 1Y | -11.7% | -30.7% | +19.1% | -12.1% |
| 3Y | +36.3% | -3.4% | +39.6% | +33.5% |
| All | +42.0% | +25.5% | +16.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling