+720.4%
KKR vs WST
+332.3%
+388.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -2.2% | -1.7% | -0.5% | -1.6% |
| 30D | +0.3% | -4.3% | +4.6% | +1.7% |
| 3M | +8.8% | +0.7% | +8.1% | +8.2% |
| 6M | +14.9% | +36.0% | -21.1% | +2.1% |
| YTD | -17.9% | +22.7% | -40.6% | -24.6% |
| 1Y | -23.7% | +34.1% | -57.8% | -32.7% |
| 3Y | +69.1% | -13.6% | +82.6% | +61.5% |
| 5Y | +72.6% | -26.0% | +98.5% | +70.6% |
| All | +720.4% | +332.3% | +388.2% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling