+36.4%
KR vs WST
-27.5%
+63.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | +0.6% | -4.3% | +4.9% | +0.7% |
| 3M | -9.8% | +0.7% | -10.5% | -9.8% |
| 6M | -22.1% | +36.0% | -58.2% | -22.6% |
| YTD | -8.1% | +22.7% | -30.9% | -8.5% |
| 1Y | -14.7% | +34.1% | -48.8% | -15.2% |
| 3Y | +28.6% | -13.6% | +42.1% | +28.8% |
| 5Y | +36.4% | -26.0% | +62.4% | +30.8% |
| All | +36.4% | -27.5% | +63.9% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling