-5.5%
KR vs WETO
-99.4%
+93.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.4% | +8.1% | +2.7% |
| 7D | -0.2% | -4.3% | +4.1% | -0.2% |
| 30D | +5.1% | -39.9% | +45.0% | +6.2% |
| 3M | -8.2% | -97.9% | +89.7% | -9.9% |
| 6M | -18.0% | -95.0% | +77.0% | -17.6% |
| YTD | -4.8% | -97.2% | +92.4% | -5.3% |
| 1Y | -11.0% | -98.9% | +87.9% | -12.9% |
| All | -5.5% | -99.4% | +93.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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