+133.4%
KR vs WAT
+170.9%
-37.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +5.1% | -1.9% | +6.9% | +5.2% |
| 3M | -8.2% | +13.5% | -21.7% | -8.9% |
| 6M | -18.0% | +37.2% | -55.2% | -20.0% |
| YTD | -4.8% | +7.5% | -12.3% | -5.4% |
| 1Y | -11.0% | +35.0% | -46.0% | -13.7% |
| 3Y | +37.7% | +55.1% | -17.4% | +28.9% |
| 5Y | +52.8% | -2.8% | +55.6% | +49.9% |
| All | +133.4% | +170.9% | -37.6% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling