-11.7%
KR vs DHI
-16.9%
+5.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | +1.5% | -3.1% | +4.7% | +1.6% |
| 30D | +4.1% | -5.5% | +9.5% | +4.2% |
| 3M | -5.2% | -2.2% | -3.0% | -5.2% |
| 6M | -12.8% | -6.0% | -6.8% | -12.0% |
| YTD | -4.6% | 0.0% | -4.6% | -4.3% |
| 1Y | -11.7% | -18.2% | +6.6% | -11.0% |
| All | -11.7% | -16.9% | +5.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling