+993.9%
KR vs DLR
+3,617.4%
-2,623.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -1.3% | +3.4% | -4.7% | -1.8% |
| 30D | +1.5% | -2.2% | +3.7% | +1.8% |
| 3M | -8.5% | +4.7% | -13.3% | -9.5% |
| 6M | -21.9% | +9.0% | -30.9% | -23.3% |
| YTD | -6.9% | +24.1% | -31.0% | -10.5% |
| 1Y | -14.0% | +20.9% | -34.9% | -17.2% |
| 3Y | +30.3% | +60.0% | -29.7% | +17.8% |
| 5Y | +37.7% | +35.3% | +2.4% | +26.3% |
| 10Y | +125.2% | +165.8% | -40.6% | +76.9% |
| All | +993.9% | +3,617.4% | -2,623.5% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling