+644.9%
KKR vs WST
+449.7%
+195.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -1.1% | +4.9% | -6.0% | -2.7% |
| 30D | +11.5% | +10.7% | +0.8% | +7.7% |
| 3M | -12.4% | +16.8% | -29.2% | -17.0% |
| 6M | -1.9% | +32.0% | -33.9% | -11.3% |
| YTD | -23.3% | +49.9% | -73.2% | -34.4% |
| 1Y | -20.4% | +50.6% | -71.1% | -32.1% |
| 3Y | +56.1% | +21.4% | +34.6% | +29.9% |
| 5Y | +28.4% | -0.6% | +29.0% | +13.8% |
| All | +644.9% | +449.7% | +195.2% | +213.6% |
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