+45.9%
KDP vs W
+8.7%
+37.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.7% | +0.7% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +16.3% | +10.5% | +5.8% | +16.1% |
| 3M | +24.0% | +9.6% | +14.4% | +23.7% |
| 6M | +30.0% | +76.4% | -46.4% | +31.0% |
| YTD | +36.1% | +16.4% | +19.7% | +34.6% |
| All | +45.9% | +8.7% | +37.2% | +44.8% |
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