+52.0%
KR vs DLR
+43.3%
+8.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -4.3% | +9.4% | +5.2% |
| 3M | -8.2% | +3.8% | -12.0% | -8.4% |
| 6M | -18.0% | +5.8% | -23.8% | -18.3% |
| YTD | -4.8% | +23.5% | -28.3% | -5.9% |
| 1Y | -11.0% | +11.1% | -22.1% | -11.6% |
| 3Y | +37.7% | +57.9% | -20.2% | +31.3% |
| All | +52.0% | +43.3% | +8.7% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling