+169.5%
KDP vs GWRE
+131.0%
+38.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.7% | -13.2% | +9.6% | -2.4% |
| 30D | +6.2% | -18.6% | +24.8% | +8.0% |
| 3M | +1.2% | +18.9% | -17.7% | -1.1% |
| 6M | +15.3% | -11.0% | +26.3% | +15.2% |
| YTD | +14.8% | -29.9% | +44.7% | +17.6% |
| 1Y | +17.6% | -44.3% | +61.9% | +23.9% |
| 3Y | +2.1% | +51.7% | -49.5% | -8.7% |
| 5Y | +2.7% | +15.4% | -12.7% | -5.0% |
| All | +169.5% | +131.0% | +38.5% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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