+37.7%
KR vs WCC
+129.8%
-92.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.1% |
| 30D | +5.1% | -2.3% | +7.3% | +4.9% |
| 3M | -8.2% | +3.7% | -11.8% | -7.7% |
| 6M | -18.0% | +34.8% | -52.8% | -16.4% |
| YTD | -4.8% | +46.1% | -50.9% | -2.6% |
| 1Y | -11.0% | +62.7% | -73.8% | -8.7% |
| 3Y | +37.7% | +133.6% | -95.9% | +40.1% |
| All | +37.7% | +129.8% | -92.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling