+43.5%
KDP vs W
+21.5%
+22.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +11.0% | -5.1% | +5.7% |
| 7D | +5.3% | +8.4% | -3.0% | +5.1% |
| 30D | +19.1% | +16.5% | +2.6% | +18.8% |
| 3M | +19.2% | +6.4% | +12.7% | +18.9% |
| 6M | +29.3% | +90.5% | -61.3% | +30.5% |
| YTD | +35.5% | +23.1% | +12.5% | +34.1% |
| 1Y | +43.5% | +24.3% | +19.2% | +42.3% |
| All | +43.5% | +21.5% | +22.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling