+6.8%
KDP vs BBWI
-66.0%
+72.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | +6.0% | -5.2% | +11.2% | +6.3% |
| 3M | +9.2% | +11.1% | -1.9% | +8.2% |
| 6M | +14.7% | -13.4% | +28.1% | +15.3% |
| YTD | +19.2% | +0.1% | +19.1% | +18.4% |
| 1Y | +15.2% | -36.1% | +51.3% | +18.0% |
| 3Y | +6.0% | -44.1% | +50.1% | +7.6% |
| All | +6.8% | -66.0% | +72.9% | +12.0% |
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