+35.9%
KDP vs BBWI
+1.2%
+34.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -7.1% |
| 7D | -4.0% | -4.5% | +0.5% | -3.5% |
| 30D | +8.5% | +17.1% | -8.7% | +7.1% |
| 3M | +20.7% | +17.5% | +3.2% | +19.0% |
| 6M | +23.2% | +12.8% | +10.4% | +21.9% |
| YTD | +30.5% | +8.2% | +22.3% | +29.4% |
| 1Y | +35.9% | -1.8% | +37.7% | +34.6% |
| All | +35.9% | +1.2% | +34.6% | +34.6% |
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