+6.8%
KDP vs BWA
+91.4%
-84.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.2% |
| 7D | +1.3% | +5.7% | -4.4% | +0.6% |
| 30D | +6.0% | +1.4% | +4.6% | +5.7% |
| 3M | +9.2% | -12.1% | +21.3% | +10.8% |
| 6M | +14.7% | +28.6% | -13.9% | +9.9% |
| YTD | +19.2% | +51.1% | -31.9% | +11.3% |
| 1Y | +15.2% | +55.9% | -40.7% | +6.9% |
| 3Y | +6.0% | +70.1% | -64.2% | -3.5% |
| All | +6.8% | +91.4% | -84.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling