+35.9%
KDP vs BWA
+12.4%
+23.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.4% |
| 7D | -4.0% | +7.3% | -11.3% | -4.2% |
| 30D | +8.5% | -15.8% | +24.3% | +9.2% |
| 3M | +20.7% | -25.7% | +46.4% | +22.1% |
| 6M | +23.2% | -19.6% | +42.8% | +22.9% |
| YTD | +30.5% | +14.1% | +16.4% | +25.8% |
| 1Y | +35.9% | +12.2% | +23.7% | +31.1% |
| All | +35.9% | +12.4% | +23.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling