+52.0%
KR vs WPM
+263.6%
-211.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +5.1% | +14.4% | -9.4% | +4.3% |
| 3M | -8.2% | +37.0% | -45.1% | -9.8% |
| 6M | -18.0% | +4.1% | -22.1% | -18.1% |
| YTD | -4.8% | +31.7% | -36.5% | -7.7% |
| 1Y | -11.0% | +44.2% | -55.2% | -14.8% |
| 3Y | +37.7% | +265.5% | -227.8% | +17.5% |
| All | +52.0% | +263.6% | -211.6% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling