+133.4%
KR vs W
+158.6%
-25.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | +5.1% | -4.2% | +9.3% | +5.1% |
| 3M | -8.2% | +26.9% | -35.0% | -8.5% |
| 6M | -18.0% | +31.2% | -49.2% | -18.4% |
| YTD | -4.8% | -1.8% | -2.9% | -4.9% |
| 1Y | -11.0% | +9.3% | -20.3% | -11.4% |
| 3Y | +37.7% | +33.2% | +4.5% | +35.6% |
| 5Y | +52.8% | -62.4% | +115.2% | +51.9% |
| All | +133.4% | +158.6% | -25.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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