+42.9%
KDP vs TW
+221.1%
-178.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.3% | -2.3% | +3.6% | +1.7% |
| 30D | +6.0% | +3.9% | +2.1% | +5.1% |
| 3M | +9.2% | +5.7% | +3.5% | +7.5% |
| 6M | +14.7% | -14.5% | +29.2% | +18.0% |
| YTD | +19.2% | -0.9% | +20.1% | +18.2% |
| 1Y | +15.2% | -13.5% | +28.7% | +17.8% |
| 3Y | +6.0% | +25.0% | -19.0% | -2.6% |
| 5Y | +5.4% | +22.7% | -17.3% | -4.1% |
| All | +42.9% | +221.1% | -178.2% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling