+34.0%
KR vs DLR
+55.5%
-21.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.8% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +1.9% | -2.9% | +4.8% | +1.8% |
| 3M | -11.0% | +3.2% | -14.3% | -10.9% |
| 6M | -20.2% | +3.9% | -24.1% | -20.1% |
| YTD | -7.3% | +21.4% | -28.7% | -6.7% |
| 1Y | -13.1% | +9.7% | -22.8% | -12.8% |
| All | +34.0% | +55.5% | -21.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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