+175.8%
KDP vs BWA
+142.9%
+32.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +2.1% | +4.3% | -2.2% | +1.4% |
| 30D | +8.5% | -2.9% | +11.4% | +8.8% |
| 3M | +6.6% | -12.4% | +19.0% | +8.4% |
| 6M | +17.1% | +28.6% | -11.5% | +11.5% |
| YTD | +19.0% | +48.2% | -29.2% | +10.3% |
| 1Y | +21.8% | +50.9% | -29.2% | +12.3% |
| 3Y | +6.4% | +72.2% | -65.7% | -5.4% |
| 5Y | +5.1% | +91.1% | -85.9% | -10.1% |
| 10Y | +175.8% | +144.0% | +31.8% | +104.1% |
| All | +175.8% | +142.9% | +32.9% | +104.1% |
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