+239.3%
KDP vs BWA
+101.5%
+137.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +16.3% | -16.1% | +32.4% | +19.1% |
| 3M | +24.0% | -24.6% | +48.6% | +28.8% |
| 6M | +30.0% | -15.7% | +45.7% | +32.0% |
| YTD | +36.1% | +15.1% | +21.0% | +30.6% |
| 1Y | +46.8% | +15.9% | +31.0% | +40.7% |
| 3Y | +30.5% | +67.1% | -36.6% | +15.8% |
| 5Y | +17.9% | +34.7% | -16.8% | +6.6% |
| 10Y | +239.3% | +99.5% | +139.7% | +170.0% |
| All | +239.3% | +101.5% | +137.8% | +170.0% |
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