+861.0%
KR vs DPZ
+5,326.0%
-4,465.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | +1.5% | -4.4% | +5.9% | +2.3% |
| 3M | -8.5% | +7.6% | -16.2% | -9.8% |
| 6M | -21.9% | -16.9% | -4.9% | -19.7% |
| YTD | -6.9% | -18.6% | +11.8% | -4.0% |
| 1Y | -14.0% | -26.7% | +12.7% | -9.8% |
| 3Y | +30.3% | -9.3% | +39.6% | +30.2% |
| 5Y | +37.7% | -31.0% | +68.7% | +42.1% |
| 10Y | +125.2% | +152.4% | -27.2% | +79.8% |
| All | +861.0% | +5,326.0% | -4,465.1% | +371.6% |
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