+133.4%
KR vs WPM
+558.4%
-425.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +5.1% | +14.4% | -9.4% | +4.8% |
| 3M | -8.2% | +37.0% | -45.1% | -8.7% |
| 6M | -18.0% | +4.1% | -22.1% | -18.0% |
| YTD | -4.8% | +31.7% | -36.5% | -5.7% |
| 1Y | -11.0% | +44.2% | -55.2% | -12.3% |
| 3Y | +37.7% | +265.5% | -227.8% | +32.0% |
| 5Y | +52.8% | +262.5% | -209.7% | +45.8% |
| All | +133.4% | +558.4% | -425.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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