+21.8%
KDP vs BBWI
-33.4%
+55.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +8.5% | -6.2% | +14.7% | +8.8% |
| 3M | +6.6% | +4.3% | +2.3% | +6.5% |
| 6M | +17.1% | -7.2% | +24.2% | +17.0% |
| YTD | +19.0% | -3.0% | +22.1% | +19.2% |
| 1Y | +21.8% | -30.8% | +52.5% | +21.9% |
| All | +21.8% | -33.4% | +55.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling