+52.0%
KR vs DT
-27.6%
+79.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | +5.1% | +3.0% | +2.0% | +5.1% |
| 3M | -8.2% | +26.5% | -34.7% | -8.0% |
| 6M | -18.0% | +35.9% | -53.9% | -17.8% |
| YTD | -4.8% | +17.8% | -22.6% | -4.7% |
| 1Y | -11.0% | +4.1% | -15.1% | -11.1% |
| 3Y | +37.7% | +5.3% | +32.4% | +37.5% |
| All | +52.0% | -27.6% | +79.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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