+48.0%
KR vs WAT
-5.1%
+53.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.6% |
| 30D | +1.9% | -3.2% | +5.2% | +2.0% |
| 3M | -11.0% | +10.6% | -21.6% | -11.2% |
| 6M | -20.2% | +34.0% | -54.3% | -20.9% |
| YTD | -7.3% | +5.7% | -13.0% | -7.2% |
| 1Y | -13.1% | +37.1% | -50.2% | -14.7% |
| 3Y | +29.7% | +52.4% | -22.7% | +23.1% |
| All | +48.0% | -5.1% | +53.1% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling