-11.7%
KR vs WYNN
-26.4%
+14.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.5% | -3.9% | +5.4% | +1.4% |
| 30D | +4.1% | -9.3% | +13.4% | +3.8% |
| 3M | -5.2% | -11.4% | +6.2% | -5.4% |
| 6M | -12.8% | -11.0% | -1.8% | -12.7% |
| YTD | -4.6% | -23.4% | +18.8% | -3.8% |
| 1Y | -11.7% | -24.8% | +13.1% | -10.8% |
| All | -11.7% | -26.4% | +14.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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