+33.6%
KKR vs WST
+1.5%
+32.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.3% | +1.1% | -2.3% | -1.6% |
| 30D | +9.3% | +12.4% | -3.1% | +5.8% |
| 3M | -9.8% | +17.6% | -27.4% | -14.0% |
| 6M | +1.0% | +28.3% | -27.3% | -6.4% |
| YTD | -21.1% | +50.5% | -71.6% | -30.8% |
| 1Y | -17.0% | +49.4% | -66.3% | -27.1% |
| 3Y | +60.6% | +21.9% | +38.7% | +36.8% |
| 5Y | +33.6% | +0.4% | +33.2% | +23.6% |
| All | +33.6% | +1.5% | +32.1% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling