+120.8%
KR vs WM
+303.2%
-182.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.7% |
| 30D | +0.6% | -4.5% | +5.1% | +2.1% |
| 3M | -9.8% | -2.2% | -7.6% | -9.1% |
| 6M | -22.1% | -11.5% | -10.7% | -19.1% |
| YTD | -8.1% | -0.7% | -7.4% | -7.9% |
| 1Y | -14.7% | +0.3% | -15.0% | -14.7% |
| 3Y | +28.6% | +44.2% | -15.6% | +15.3% |
| 5Y | +36.4% | +51.6% | -15.2% | +20.2% |
| 10Y | +120.8% | +310.4% | -189.6% | +51.9% |
| All | +120.8% | +303.2% | -182.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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