+3,140.9%
KR vs DRI
+8,063.5%
-4,922.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +24.6% | +3.2% | +21.4% | +23.9% |
| 6M | +8.2% | +20.6% | -12.4% | +5.0% |
| YTD | +15.3% | +28.3% | -13.0% | +10.5% |
| 1Y | +9.8% | +34.5% | -24.8% | +4.4% |
| 3Y | +71.4% | +66.5% | +4.8% | +56.2% |
| 5Y | +85.1% | +79.6% | +5.4% | +65.0% |
| 10Y | +159.4% | +333.8% | -174.4% | +82.5% |
| All | +3,140.9% | +8,063.5% | -4,922.5% | +1,138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling