+84.1%
KR vs DRI
+78.6%
+5.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +4.6% | +1.1% | +3.5% | +4.4% |
| 30D | +12.2% | +9.7% | +2.5% | +10.9% |
| 3M | +24.6% | +3.2% | +21.4% | +24.0% |
| 6M | +8.2% | +20.6% | -12.4% | +5.6% |
| YTD | +15.3% | +28.3% | -13.0% | +11.5% |
| 1Y | +9.8% | +34.5% | -24.8% | +5.5% |
| 3Y | +71.4% | +66.5% | +4.8% | +58.4% |
| All | +84.1% | +78.6% | +5.4% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling