+13.4%
KDP vs W
-54.3%
+67.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.6% | -4.8% | -7.3% |
| 7D | -4.0% | -1.7% | -2.3% | -3.9% |
| 30D | +8.5% | +3.2% | +5.2% | +8.3% |
| 3M | +20.7% | +8.3% | +12.4% | +20.4% |
| 6M | +23.2% | +84.3% | -61.1% | +21.2% |
| YTD | +30.5% | +11.0% | +19.5% | +29.6% |
| 1Y | +35.9% | -0.2% | +36.1% | +35.3% |
| 3Y | +24.8% | +157.9% | -133.1% | +19.6% |
| 5Y | +13.4% | -56.8% | +70.2% | +5.6% |
| All | +13.4% | -54.3% | +67.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling