+187.1%
KR vs W
+176.2%
+10.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | +1.5% | -4.2% | +5.7% | +1.6% |
| 30D | +4.1% | -7.6% | +11.6% | +4.2% |
| 3M | -5.2% | +37.2% | -42.4% | -5.9% |
| 6M | -12.8% | +26.3% | -39.1% | -13.3% |
| YTD | -4.6% | -1.0% | -3.6% | -4.8% |
| 1Y | -11.7% | +20.1% | -31.8% | -12.4% |
| 3Y | +36.3% | +37.8% | -1.5% | +33.5% |
| 5Y | +40.0% | -63.7% | +103.6% | +39.1% |
| 10Y | +122.2% | +156.3% | -34.1% | +100.8% |
| All | +187.1% | +176.2% | +10.9% | +157.9% |
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