+16.2%
KDP vs KWEB
-47.2%
+63.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | -7.8% | +7.0% | -0.5% |
| 30D | +9.7% | -6.4% | +16.2% | +9.9% |
| 3M | +17.6% | -14.6% | +32.2% | +18.2% |
| 6M | +25.8% | -25.0% | +50.8% | +26.8% |
| YTD | +33.9% | -32.7% | +66.5% | +35.3% |
| 1Y | +38.9% | -37.3% | +76.2% | +40.7% |
| 3Y | +26.8% | -5.9% | +32.7% | +26.5% |
| All | +16.2% | -47.2% | +63.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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