+63.1%
KDP vs TW
+287.8%
-224.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | +3.4% | -3.1% | -0.4% |
| 30D | +16.3% | +15.5% | +0.9% | +12.9% |
| 3M | +24.0% | +25.1% | -1.2% | +18.3% |
| 6M | +30.0% | +18.2% | +11.8% | +25.0% |
| YTD | +36.1% | +19.7% | +16.4% | +29.7% |
| 1Y | +46.8% | +18.1% | +28.7% | +40.3% |
| 3Y | +30.5% | +40.5% | -10.1% | +17.5% |
| 5Y | +17.9% | +37.1% | -19.2% | +5.5% |
| All | +63.1% | +287.8% | -224.6% | +6.6% |
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