+5.1%
KDP vs GWW
+222.6%
-217.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.3% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +8.5% | +1.1% | +7.4% | +8.3% |
| 3M | +6.6% | -1.0% | +7.6% | +6.6% |
| 6M | +17.1% | +16.3% | +0.8% | +13.9% |
| YTD | +19.0% | +28.5% | -9.5% | +13.8% |
| 1Y | +21.8% | +30.3% | -8.5% | +16.0% |
| 3Y | +6.4% | +91.6% | -85.2% | -7.6% |
| 5Y | +5.1% | +224.0% | -218.8% | -24.9% |
| All | +5.1% | +222.6% | -217.5% | -24.9% |
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