-11.0%
KR vs WY
-9.1%
-2.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | -0.2% | -4.2% | +4.0% | +0.5% |
| 30D | +5.1% | -10.1% | +15.1% | +6.9% |
| 3M | -8.2% | -8.5% | +0.3% | -6.8% |
| 6M | -18.0% | -3.3% | -14.7% | -17.5% |
| YTD | -4.8% | -4.4% | -0.4% | -3.9% |
| 1Y | -11.0% | -11.5% | +0.5% | -13.1% |
| All | -11.0% | -9.1% | -2.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling