+37.7%
KR vs DTE
+43.4%
-5.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.7% |
| 30D | +5.1% | -4.4% | +9.4% | +6.6% |
| 3M | -8.2% | -8.3% | +0.2% | -5.5% |
| 6M | -18.0% | -8.1% | -9.9% | -15.8% |
| YTD | -4.8% | +4.4% | -9.2% | -6.1% |
| 1Y | -11.0% | +0.2% | -11.2% | -11.2% |
| 3Y | +37.7% | +42.6% | -4.9% | +26.2% |
| All | +37.7% | +43.4% | -5.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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