+1,117.5%
KDP vs BBWI
+235.9%
+881.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | +6.0% | -5.2% | +11.2% | +6.6% |
| 3M | +9.2% | +11.1% | -1.9% | +7.3% |
| 6M | +14.7% | -13.4% | +28.1% | +15.8% |
| YTD | +19.2% | +0.1% | +19.1% | +17.6% |
| 1Y | +15.2% | -36.1% | +51.3% | +19.9% |
| 3Y | +6.0% | -44.1% | +50.1% | +8.8% |
| 5Y | +5.4% | -66.2% | +71.7% | +13.1% |
| 10Y | +171.9% | -54.8% | +226.6% | +151.6% |
| All | +1,117.5% | +235.9% | +881.6% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling