+20.5%
KDP vs GWW
+221.6%
-201.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.5% |
| 7D | +8.2% | +5.5% | +2.7% | +7.2% |
| 30D | +18.4% | +14.4% | +4.0% | +15.8% |
| 3M | +29.2% | +13.7% | +15.5% | +26.5% |
| 6M | +32.3% | +20.1% | +12.2% | +28.2% |
| YTD | +38.5% | +47.1% | -8.6% | +29.6% |
| 1Y | +48.5% | +56.2% | -7.7% | +37.5% |
| 3Y | +32.5% | +90.5% | -58.0% | +16.4% |
| All | +20.5% | +221.6% | -201.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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