+21.8%
KDP vs BWA
+53.0%
-31.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +2.1% | +4.3% | -2.2% | +1.8% |
| 30D | +8.5% | -2.9% | +11.4% | +8.6% |
| 3M | +6.6% | -12.4% | +19.0% | +8.2% |
| 6M | +17.1% | +28.6% | -11.5% | +11.6% |
| YTD | +19.0% | +48.2% | -29.2% | +11.3% |
| 1Y | +21.8% | +50.9% | -29.2% | +13.1% |
| All | +21.8% | +53.0% | -31.3% | +13.1% |
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