+133.4%
KR vs GWRE
+131.0%
+2.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | -13.2% | +13.1% | +0.2% |
| 30D | +5.1% | -18.6% | +23.6% | +5.5% |
| 3M | -8.2% | +18.9% | -27.1% | -8.5% |
| 6M | -18.0% | -11.0% | -7.0% | -18.1% |
| YTD | -4.8% | -29.9% | +25.1% | -4.5% |
| 1Y | -11.0% | -44.3% | +33.3% | -10.4% |
| 3Y | +37.7% | +51.7% | -14.0% | +34.9% |
| 5Y | +52.8% | +15.4% | +37.3% | +49.0% |
| All | +133.4% | +131.0% | +2.4% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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