-11.0%
KR vs DRI
+2.4%
-13.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | -0.2% | -3.2% | +3.1% | +0.3% |
| 30D | +5.1% | -7.8% | +12.9% | +6.2% |
| 3M | -8.2% | +0.4% | -8.5% | -8.4% |
| 6M | -18.0% | +4.8% | -22.8% | -18.4% |
| YTD | -4.8% | +16.7% | -21.5% | -6.6% |
| 1Y | -11.0% | +1.5% | -12.5% | -11.6% |
| All | -11.0% | +2.4% | -13.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling