+5.1%
KDP vs TW
+22.4%
-17.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +2.1% | -3.5% | +5.5% | +2.5% |
| 30D | +8.5% | +0.5% | +8.0% | +8.4% |
| 3M | +6.6% | +4.9% | +1.7% | +5.8% |
| 6M | +17.1% | -17.1% | +34.2% | +19.8% |
| YTD | +19.0% | -3.9% | +22.9% | +19.0% |
| 1Y | +21.8% | -13.3% | +35.0% | +23.7% |
| 3Y | +6.4% | +20.9% | -14.5% | +1.4% |
| 5Y | +5.1% | +20.5% | -15.4% | -2.1% |
| All | +5.1% | +22.4% | -17.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling