+84.1%
KR vs DECK
+20.9%
+63.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +12.2% | +4.8% | +7.4% | +12.2% |
| 3M | +24.6% | -6.9% | +31.5% | +24.5% |
| 6M | +8.2% | -7.6% | +15.8% | +8.2% |
| YTD | +15.3% | -16.3% | +31.5% | +15.2% |
| 1Y | +9.8% | +4.5% | +5.3% | +9.9% |
| 3Y | +71.4% | -17.1% | +88.5% | +68.6% |
| All | +84.1% | +20.9% | +63.2% | +76.0% |
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