+133.4%
KR vs WTW
+198.0%
-64.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -5.7% | +5.5% | +0.6% |
| 30D | +5.1% | -7.3% | +12.3% | +6.1% |
| 3M | -8.2% | +21.5% | -29.6% | -10.4% |
| 6M | -18.0% | +9.6% | -27.6% | -19.2% |
| YTD | -4.8% | -3.3% | -1.5% | -5.0% |
| 1Y | -11.0% | -6.1% | -4.9% | -10.9% |
| 3Y | +37.7% | +61.8% | -24.2% | +28.6% |
| 5Y | +52.8% | +42.7% | +10.1% | +43.8% |
| All | +133.4% | +198.0% | -64.7% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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