+66.0%
KDP vs TW
+291.9%
-225.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +8.2% | +3.1% | +5.1% | +7.5% |
| 30D | +18.4% | +16.7% | +1.7% | +14.6% |
| 3M | +29.2% | +25.2% | +4.1% | +23.3% |
| 6M | +32.3% | +19.5% | +12.8% | +26.9% |
| YTD | +38.5% | +21.0% | +17.5% | +31.7% |
| 1Y | +48.5% | +19.0% | +29.5% | +41.7% |
| 3Y | +32.5% | +40.7% | -8.2% | +19.3% |
| 5Y | +19.7% | +40.1% | -20.5% | +6.5% |
| All | +66.0% | +291.9% | -225.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling