+151.0%
KR vs WST
+456.5%
-305.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +4.6% | +4.2% | +0.4% | +4.3% |
| 30D | +12.2% | +11.2% | +1.0% | +11.5% |
| 3M | +24.6% | +20.4% | +4.2% | +23.2% |
| 6M | +8.2% | +37.9% | -29.7% | +6.0% |
| YTD | +15.3% | +51.8% | -36.5% | +12.1% |
| 1Y | +9.8% | +56.6% | -46.9% | +6.5% |
| 3Y | +71.4% | +24.2% | +47.1% | +65.8% |
| 5Y | +85.1% | +0.7% | +84.4% | +81.3% |
| All | +151.0% | +456.5% | -305.6% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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