+52.0%
KR vs DG
-37.9%
+89.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -0.2% | -6.5% | +6.3% | +1.0% |
| 30D | +5.1% | +4.2% | +0.9% | +4.3% |
| 3M | -8.2% | +9.5% | -17.7% | -9.6% |
| 6M | -18.0% | -13.1% | -4.9% | -16.4% |
| YTD | -4.8% | -4.8% | +0.1% | -4.5% |
| 1Y | -11.0% | +20.6% | -31.6% | -14.9% |
| 3Y | +37.7% | +4.9% | +32.7% | +30.1% |
| All | +52.0% | -37.9% | +89.9% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling