+37.7%
KR vs WM
+53.3%
-15.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | +1.5% | -4.3% | +5.9% | +3.5% |
| 3M | -8.5% | +0.8% | -9.3% | -8.8% |
| 6M | -21.9% | -10.8% | -11.1% | -18.2% |
| YTD | -6.9% | -0.1% | -6.8% | -6.9% |
| 1Y | -14.0% | +1.0% | -15.0% | -14.4% |
| 3Y | +30.3% | +45.1% | -14.8% | +11.0% |
| 5Y | +37.7% | +52.1% | -14.4% | +13.5% |
| All | +37.7% | +53.3% | -15.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling