+1,339.3%
KDP vs BWA
+173.2%
+1,166.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | +16.8% | -14.6% | +31.4% | +19.9% |
| 3M | +32.0% | -26.2% | +58.3% | +38.8% |
| 6M | +35.2% | -18.4% | +53.6% | +38.7% |
| YTD | +40.9% | +14.7% | +26.2% | +34.7% |
| 1Y | +47.7% | +13.3% | +34.3% | +41.3% |
| 3Y | +34.8% | +64.7% | -29.9% | +18.1% |
| 5Y | +22.6% | +32.2% | -9.5% | +9.9% |
| 10Y | +266.4% | +96.8% | +169.6% | +184.4% |
| All | +1,339.3% | +173.2% | +1,166.1% | +818.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling