-11.7%
KR vs WAT
+41.4%
-53.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.3% |
| 30D | +4.1% | +2.3% | +1.7% | +4.5% |
| 3M | -5.2% | +8.7% | -14.0% | -3.8% |
| 6M | -12.8% | +28.3% | -41.1% | -8.3% |
| YTD | -4.6% | +7.8% | -12.4% | -2.6% |
| 1Y | -11.7% | +36.6% | -48.3% | -7.4% |
| All | -11.7% | +41.4% | -53.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling