+52.0%
KR vs DVA
+46.8%
+5.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -1.3% | +1.2% | -0.1% |
| 30D | +5.1% | 0.0% | +5.0% | +5.0% |
| 3M | -8.2% | -10.9% | +2.8% | -7.5% |
| 6M | -18.0% | +17.3% | -35.3% | -19.0% |
| YTD | -4.8% | +59.8% | -64.6% | -8.3% |
| 1Y | -11.0% | +36.3% | -47.3% | -13.4% |
| 3Y | +37.7% | +88.6% | -50.9% | +31.1% |
| All | +52.0% | +46.8% | +5.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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