+1,825.8%
KR vs WAT
+10,694.9%
-8,869.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +0.6% | -1.7% | +2.3% | +0.8% |
| 3M | -9.8% | +9.1% | -18.9% | -10.8% |
| 6M | -22.1% | +32.4% | -54.6% | -25.1% |
| YTD | -8.1% | +6.6% | -14.7% | -9.5% |
| 1Y | -14.7% | +34.7% | -49.4% | -18.6% |
| 3Y | +28.6% | +53.6% | -25.0% | +18.4% |
| 5Y | +36.4% | -4.1% | +40.4% | +32.2% |
| 10Y | +120.8% | +167.9% | -47.1% | +82.9% |
| All | +1,825.8% | +10,694.9% | -8,869.2% | +872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling