+1,872.3%
KR vs DVA
+5,118.1%
-3,245.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.9% | +1.7% | +0.3% | +1.8% |
| 3M | -11.0% | -8.7% | -2.4% | -10.5% |
| 6M | -20.2% | +19.7% | -39.9% | -21.9% |
| YTD | -7.3% | +59.6% | -66.9% | -11.9% |
| 1Y | -13.1% | +37.1% | -50.2% | -16.3% |
| 3Y | +29.7% | +89.8% | -60.0% | +20.2% |
| 5Y | +48.8% | +47.4% | +1.4% | +39.2% |
| 10Y | +122.8% | +184.9% | -62.1% | +92.1% |
| All | +1,872.3% | +5,118.1% | -3,245.8% | +1,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling