+133.4%
KR vs DG
+101.8%
+31.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | -0.2% | -6.5% | +6.3% | +1.6% |
| 30D | +5.1% | +4.2% | +0.9% | +3.8% |
| 3M | -8.2% | +9.5% | -17.7% | -10.5% |
| 6M | -18.0% | -13.1% | -4.9% | -15.5% |
| YTD | -4.8% | -4.8% | +0.1% | -4.5% |
| 1Y | -11.0% | +20.6% | -31.6% | -17.2% |
| 3Y | +37.7% | +4.9% | +32.7% | +26.0% |
| 5Y | +52.8% | -37.9% | +90.6% | +65.8% |
| All | +133.4% | +101.8% | +31.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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