+3.0%
KDP vs GWRE
+14.4%
-11.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -4.3% | -30.9% | +26.6% | -2.8% |
| 30D | +7.8% | -20.7% | +28.5% | +8.8% |
| 3M | -0.1% | +20.2% | -20.2% | -0.9% |
| 6M | +14.0% | -11.9% | +25.8% | +14.1% |
| YTD | +15.1% | -30.3% | +45.4% | +16.7% |
| 1Y | +18.5% | -44.6% | +63.1% | +22.0% |
| 3Y | +2.9% | +48.8% | -45.9% | -3.4% |
| 5Y | +3.0% | +14.8% | -11.8% | -0.7% |
| All | +3.0% | +14.4% | -11.5% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling