+1,232.8%
KDP vs GWW
+2,240.2%
-1,007.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.7% |
| 7D | -4.0% | +3.7% | -7.7% | -4.9% |
| 30D | +8.5% | +13.6% | -5.1% | +4.8% |
| 3M | +20.7% | +15.4% | +5.3% | +16.1% |
| 6M | +23.2% | +21.8% | +1.4% | +16.5% |
| YTD | +30.5% | +50.0% | -19.6% | +16.3% |
| 1Y | +35.9% | +60.2% | -24.4% | +18.9% |
| 3Y | +24.8% | +94.4% | -69.5% | +1.8% |
| 5Y | +13.4% | +221.8% | -208.4% | -21.7% |
| 10Y | +239.3% | +665.8% | -426.4% | +67.1% |
| All | +1,232.8% | +2,240.2% | -1,007.3% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling