+1,339.3%
KDP vs BBWI
+273.9%
+1,065.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +4.0% | -7.7% | +11.7% | +5.1% |
| 30D | +16.8% | +24.8% | -8.0% | +13.2% |
| 3M | +32.0% | +16.2% | +15.8% | +28.8% |
| 6M | +35.2% | +15.8% | +19.3% | +31.4% |
| YTD | +40.9% | +11.4% | +29.5% | +36.7% |
| 1Y | +47.7% | +3.2% | +44.5% | +43.6% |
| 3Y | +34.8% | -23.5% | +58.3% | +32.0% |
| 5Y | +22.6% | -67.4% | +90.0% | +32.6% |
| 10Y | +266.4% | -46.0% | +312.4% | +227.9% |
| All | +1,339.3% | +273.9% | +1,065.4% | +495.1% |
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