+17.0%
KDP vs BBWI
-67.9%
+84.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +2.2% | -6.2% | +8.4% | +2.8% |
| 30D | +19.9% | +19.9% | 0.0% | +18.2% |
| 3M | +21.5% | +7.1% | +14.3% | +20.5% |
| 6M | +30.1% | +13.7% | +16.4% | +28.3% |
| YTD | +34.9% | +9.6% | +25.4% | +32.9% |
| 1Y | +43.4% | -1.6% | +45.0% | +41.9% |
| 3Y | +29.1% | -25.9% | +55.0% | +27.8% |
| All | +17.0% | -67.9% | +84.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling