+247.0%
KR vs W
+210.9%
+36.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +12.2% | +6.8% | +5.4% | +12.1% |
| 3M | +24.6% | +10.7% | +13.9% | +24.3% |
| 6M | +8.2% | +86.3% | -78.2% | +6.8% |
| YTD | +15.3% | +11.5% | +3.8% | +14.7% |
| 1Y | +9.8% | +5.1% | +4.7% | +9.4% |
| 3Y | +71.4% | +171.0% | -99.6% | +64.6% |
| 5Y | +85.1% | -56.6% | +141.7% | +83.1% |
| 10Y | +159.4% | +213.4% | -54.0% | +133.3% |
| All | +247.0% | +210.9% | +36.1% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling