+266.2%
KDP vs BWA
+95.7%
+170.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | +4.0% | +1.7% | +2.3% | +3.7% |
| 30D | +16.8% | -14.6% | +31.4% | +19.3% |
| 3M | +32.0% | -26.2% | +58.3% | +37.6% |
| 6M | +35.2% | -18.4% | +53.6% | +38.0% |
| YTD | +40.9% | +14.7% | +26.2% | +35.3% |
| 1Y | +47.7% | +13.3% | +34.3% | +41.9% |
| 3Y | +34.8% | +64.7% | -29.9% | +19.9% |
| 5Y | +22.6% | +32.2% | -9.5% | +11.1% |
| All | +266.2% | +95.7% | +170.5% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling