+48.8%
KR vs W
-63.9%
+112.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +1.9% | -5.6% | +7.5% | +1.9% |
| 3M | -11.0% | +41.9% | -53.0% | -10.8% |
| 6M | -20.2% | +30.2% | -50.4% | -20.0% |
| YTD | -7.3% | -2.9% | -4.3% | -7.0% |
| 1Y | -13.1% | +11.6% | -24.7% | -12.9% |
| 3Y | +29.7% | +37.0% | -7.2% | +30.5% |
| 5Y | +48.8% | -62.8% | +111.6% | +33.6% |
| All | +48.8% | -63.9% | +112.7% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling