+1,089.4%
KR vs DPZ
+5,462.3%
-4,372.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | +4.6% | +2.2% | +2.4% | +4.2% |
| 30D | +12.2% | +15.5% | -3.3% | +9.5% |
| 3M | +24.6% | -2.0% | +26.6% | +24.9% |
| 6M | +8.2% | +12.1% | -4.0% | +5.9% |
| YTD | +15.3% | -16.6% | +31.9% | +18.3% |
| 1Y | +9.8% | -14.6% | +24.3% | +12.2% |
| 3Y | +71.4% | -4.1% | +75.5% | +69.7% |
| 5Y | +85.1% | -28.3% | +113.4% | +89.6% |
| 10Y | +159.4% | +141.3% | +18.1% | +108.9% |
| All | +1,089.4% | +5,462.3% | -4,372.8% | +481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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