+37.7%
KR vs WAB
+167.4%
-129.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -4.1% | +9.1% | +4.8% |
| 3M | -8.2% | +8.2% | -16.3% | -7.7% |
| 6M | -18.0% | +15.4% | -33.4% | -17.3% |
| YTD | -4.8% | +33.1% | -37.9% | -4.2% |
| 1Y | -11.0% | +48.1% | -59.1% | -10.7% |
| 3Y | +37.7% | +167.7% | -130.1% | +19.9% |
| All | +37.7% | +167.4% | -129.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling