+169.5%
KDP vs FWONK
+340.2%
-170.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +6.2% | -7.7% | +13.9% | +7.8% |
| 3M | +1.2% | +5.7% | -4.5% | +0.1% |
| 6M | +15.3% | +13.5% | +1.9% | +12.4% |
| YTD | +14.8% | -3.0% | +17.8% | +15.0% |
| 1Y | +17.6% | -6.4% | +24.0% | +18.4% |
| 3Y | +2.1% | +43.8% | -41.7% | -6.7% |
| 5Y | +2.7% | +98.6% | -95.8% | -13.7% |
| All | +169.5% | +340.2% | -170.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling