+175.8%
KDP vs BBWI
-56.0%
+231.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +8.5% | -6.2% | +14.7% | +9.0% |
| 3M | +6.6% | +4.3% | +2.3% | +6.0% |
| 6M | +17.1% | -7.2% | +24.2% | +17.2% |
| YTD | +19.0% | -3.0% | +22.1% | +18.4% |
| 1Y | +21.8% | -30.8% | +52.5% | +24.2% |
| 3Y | +6.4% | -43.4% | +49.8% | +8.3% |
| 5Y | +5.1% | -66.7% | +71.9% | +10.3% |
| 10Y | +175.8% | -55.7% | +231.5% | +148.4% |
| All | +175.8% | -56.0% | +231.8% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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