+4,297.1%
KR vs DTE
+3,398.4%
+898.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.6% |
| 30D | +5.1% | -4.4% | +9.4% | +6.4% |
| 3M | -8.2% | -8.3% | +0.2% | -5.8% |
| 6M | -18.0% | -8.1% | -9.9% | -16.0% |
| YTD | -4.8% | +4.4% | -9.2% | -6.2% |
| 1Y | -11.0% | +0.2% | -11.2% | -11.3% |
| 3Y | +37.7% | +42.6% | -4.9% | +22.7% |
| 5Y | +52.8% | +31.5% | +21.3% | +39.0% |
| 10Y | +128.8% | +138.2% | -9.4% | +63.2% |
| All | +4,297.1% | +3,398.4% | +898.7% | +1,084.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling