+37.7%
KR vs DRI
+54.5%
-16.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | -0.2% | -3.2% | +3.1% | +0.2% |
| 30D | +5.1% | -7.8% | +12.9% | +5.9% |
| 3M | -8.2% | +0.4% | -8.5% | -8.3% |
| 6M | -18.0% | +4.8% | -22.8% | -18.4% |
| YTD | -4.8% | +16.7% | -21.5% | -6.3% |
| 1Y | -11.0% | +1.5% | -12.5% | -11.4% |
| 3Y | +37.7% | +56.3% | -18.6% | +28.2% |
| All | +37.7% | +54.5% | -16.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling