+1,486.0%
KR vs DGX
+8,778.1%
-7,292.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.4% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +5.1% | -1.2% | +6.2% | +5.2% |
| 3M | -8.2% | +15.8% | -23.9% | -10.6% |
| 6M | -18.0% | +18.2% | -36.2% | -20.5% |
| YTD | -4.8% | +37.2% | -42.0% | -10.2% |
| 1Y | -11.0% | +30.4% | -41.4% | -15.4% |
| 3Y | +37.7% | +96.7% | -59.0% | +21.2% |
| 5Y | +52.8% | +67.2% | -14.4% | +37.5% |
| 10Y | +128.8% | +253.9% | -125.1% | +78.1% |
| All | +1,486.0% | +8,778.1% | -7,292.1% | +727.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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