+52.0%
KR vs WTW
+42.0%
+10.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -5.7% | +5.5% | +0.8% |
| 30D | +5.1% | -7.3% | +12.3% | +6.3% |
| 3M | -8.2% | +21.5% | -29.6% | -11.1% |
| 6M | -18.0% | +9.6% | -27.6% | -19.6% |
| YTD | -4.8% | -3.3% | -1.5% | -5.0% |
| 1Y | -11.0% | -6.1% | -4.9% | -10.8% |
| 3Y | +37.7% | +61.8% | -24.2% | +24.4% |
| All | +52.0% | +42.0% | +10.0% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling