+52.0%
KR vs WYNN
-11.0%
+63.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -0.2% | -4.2% | +4.0% | -0.2% |
| 30D | +5.1% | -14.6% | +19.7% | +5.0% |
| 3M | -8.2% | -18.4% | +10.3% | -8.2% |
| 6M | -18.0% | -11.9% | -6.1% | -18.0% |
| YTD | -4.8% | -26.6% | +21.8% | -4.7% |
| 1Y | -11.0% | -28.5% | +17.5% | -11.0% |
| 3Y | +37.7% | -5.1% | +42.8% | +37.6% |
| All | +52.0% | -11.0% | +63.0% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling