+71.7%
KKR vs WST
-15.5%
+87.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +3.0% | -4.6% | +7.6% | +3.8% |
| 3M | +13.6% | +5.7% | +7.9% | +12.4% |
| 6M | +16.2% | +37.6% | -21.4% | +9.2% |
| YTD | -16.6% | +23.0% | -39.6% | -20.2% |
| 1Y | -23.2% | +33.8% | -57.0% | -27.9% |
| 3Y | +71.7% | -13.4% | +85.1% | +73.5% |
| All | +71.7% | -15.5% | +87.3% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling