+52.0%
KR vs WAB
+221.8%
-169.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -4.1% | +9.1% | +5.3% |
| 3M | -8.2% | +8.2% | -16.3% | -8.6% |
| 6M | -18.0% | +15.4% | -33.4% | -18.9% |
| YTD | -4.8% | +33.1% | -37.9% | -7.3% |
| 1Y | -11.0% | +48.1% | -59.1% | -14.5% |
| 3Y | +37.7% | +167.7% | -130.1% | +17.5% |
| All | +52.0% | +221.8% | -169.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling