+652.3%
KDP vs GWRE
+793.8%
-141.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.6% |
| 7D | +2.1% | -25.6% | +27.6% | +4.5% |
| 30D | +8.5% | -12.2% | +20.7% | +9.4% |
| 3M | +6.6% | +17.7% | -11.1% | +4.5% |
| 6M | +17.1% | -11.3% | +28.4% | +17.1% |
| YTD | +19.0% | -25.5% | +44.6% | +20.8% |
| 1Y | +21.8% | -42.8% | +64.6% | +26.8% |
| 3Y | +6.4% | +59.0% | -52.6% | -2.4% |
| 5Y | +5.1% | +21.6% | -16.5% | -1.9% |
| 10Y | +175.8% | +139.2% | +36.6% | +137.5% |
| All | +652.3% | +793.8% | -141.5% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling