+121.9%
KRE vs WCN
+235.9%
-114.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.8% | -3.1% | +1.3% | -0.2% |
| 30D | -4.5% | -3.4% | -1.1% | -2.9% |
| 3M | +2.7% | +3.0% | -0.2% | +0.8% |
| 6M | +16.9% | -3.8% | +20.6% | +18.2% |
| YTD | +15.4% | -8.3% | +23.7% | +19.2% |
| 1Y | +16.1% | -9.7% | +25.8% | +20.7% |
| 3Y | +85.7% | +17.2% | +68.6% | +61.6% |
| 5Y | +33.3% | +25.3% | +8.0% | +8.7% |
| All | +121.9% | +235.9% | -114.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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