+37.7%
KR vs DHI
+21.1%
+16.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | -0.2% | -3.4% | +3.2% | -0.2% |
| 30D | +5.1% | -5.4% | +10.5% | +5.1% |
| 3M | -8.2% | -10.4% | +2.3% | -8.1% |
| 6M | -18.0% | -2.8% | -15.2% | -17.9% |
| YTD | -4.8% | -3.4% | -1.4% | -4.6% |
| 1Y | -11.0% | -22.9% | +11.9% | -11.0% |
| 3Y | +37.7% | +20.7% | +17.0% | +38.3% |
| All | +37.7% | +21.1% | +16.6% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling