+47.7%
KDP vs W
+2.1%
+45.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +4.0% | -7.4% | +11.4% | +4.1% |
| 30D | +16.8% | +7.8% | +9.0% | +16.6% |
| 3M | +32.0% | +10.9% | +21.2% | +31.8% |
| 6M | +35.2% | +86.4% | -51.3% | +36.6% |
| YTD | +40.9% | +14.0% | +26.9% | +39.4% |
| 1Y | +47.7% | +3.5% | +44.1% | +46.5% |
| All | +47.7% | +2.1% | +45.6% | +46.5% |
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