+1,328.4%
WDC vs KR
+30.0%
+1,298.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.0% |
| 7D | +4.4% | -2.7% | +7.1% | +3.1% |
| 30D | +5.3% | +1.9% | +3.3% | +6.5% |
| 3M | -5.9% | -11.0% | +5.1% | -8.8% |
| 6M | +73.2% | -20.2% | +93.4% | +63.3% |
| YTD | +167.8% | -7.3% | +175.1% | +164.3% |
| 1Y | +386.0% | -13.1% | +399.1% | +374.1% |
| All | +1,328.4% | +30.0% | +1,298.5% | +1,356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling