+133.4%
KR vs DHI
+414.5%
-281.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.6% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | +5.1% | -5.4% | +10.5% | +5.4% |
| 3M | -8.2% | -10.4% | +2.3% | -7.6% |
| 6M | -18.0% | -2.8% | -15.2% | -18.0% |
| YTD | -4.8% | -3.4% | -1.4% | -4.8% |
| 1Y | -11.0% | -22.9% | +11.9% | -9.8% |
| 3Y | +37.7% | +20.7% | +17.0% | +33.3% |
| 5Y | +52.8% | +62.1% | -9.4% | +42.1% |
| All | +133.4% | +414.5% | -281.1% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling