+488.4%
KDP vs KWEB
+28.2%
+460.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | +6.0% | -8.7% | +14.7% | +6.6% |
| 3M | +9.2% | -4.0% | +13.2% | +9.4% |
| 6M | +14.7% | -13.1% | +27.8% | +15.6% |
| YTD | +19.2% | -23.5% | +42.7% | +21.1% |
| 1Y | +15.2% | -27.2% | +42.3% | +17.3% |
| 3Y | +6.0% | -2.1% | +8.1% | +4.8% |
| 5Y | +5.4% | -40.8% | +46.2% | +7.4% |
| 10Y | +171.9% | -17.5% | +189.3% | +156.9% |
| All | +488.4% | +28.2% | +460.2% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling