+317.0%
KR vs NWSA
+120.6%
+196.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.7% | -4.8% | +2.1% | -2.0% |
| 30D | +1.9% | +3.0% | -1.0% | +1.5% |
| 3M | -11.0% | +9.3% | -20.3% | -12.1% |
| 6M | -20.2% | +23.2% | -43.4% | -22.5% |
| YTD | -7.3% | +13.3% | -20.6% | -9.1% |
| 1Y | -13.1% | +2.9% | -16.0% | -13.7% |
| 3Y | +29.7% | +43.3% | -13.6% | +21.8% |
| 5Y | +48.8% | +40.9% | +7.9% | +37.7% |
| 10Y | +122.8% | +148.1% | -25.3% | +79.7% |
| All | +317.0% | +120.6% | +196.4% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…
all analysis · Full analysis span regression · 6 months rolling