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Data privacy laws like the EU's GDPR grant users new rights, such as the right to request access to and deletion of their data. Manual compliance with these requests is error-prone and imposes costly burdens especially on smaller organizations, as non-compliance risks steep fines. K9db is a new, MySQL-compatible database that complies with privacy laws by construction. The key idea is to make the data ownership and sharing semantics explicit in the storage system. This requires K9db to capture and enforce applications' complex data ownership and sharing semantics, but in exchange simplifies privacy compliance. Using a small set of schema annotations, K9db infers storage organization, generates procedures for data retrieval and deletion, and reports compliance errors if an application risks violating the GDPR. Our K9db prototype successfully expresses the data sharing semantics of real web applications, and guides developers to getting privacy compliance right. K9db also matches or exceeds the performance of existing storage systems, at the cost of a modest increase in state size.