+29.1%
KDP vs BWA
+51.7%
-22.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | +2.2% | -5.5% | +7.7% | +2.5% |
| 30D | +19.9% | -21.7% | +41.7% | +21.8% |
| 3M | +21.5% | -25.6% | +47.1% | +23.5% |
| 6M | +30.1% | -17.4% | +47.5% | +30.3% |
| YTD | +34.9% | +9.2% | +25.8% | +31.4% |
| 1Y | +43.4% | +9.7% | +33.6% | +39.5% |
| 3Y | +29.1% | +54.6% | -25.6% | +21.4% |
| All | +29.1% | +51.7% | -22.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling