+575.7%
KR vs DG
+577.8%
-2.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.4% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | +1.5% | +1.0% | +0.5% | +1.2% |
| 3M | -8.5% | +20.3% | -28.8% | -12.8% |
| 6M | -21.9% | -11.7% | -10.1% | -20.1% |
| YTD | -6.9% | -2.3% | -4.5% | -7.2% |
| 1Y | -14.0% | +20.0% | -34.0% | -19.3% |
| 3Y | +30.3% | +7.2% | +23.1% | +20.0% |
| 5Y | +37.7% | -37.9% | +75.7% | +46.3% |
| 10Y | +125.2% | +107.3% | +17.9% | +69.3% |
| All | +575.7% | +577.8% | -2.0% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling