+6.8%
KDP vs W
-63.2%
+70.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | +1.3% | -4.2% | +5.4% | +1.4% |
| 30D | +6.0% | -7.6% | +13.6% | +6.2% |
| 3M | +9.2% | +37.2% | -28.0% | +8.2% |
| 6M | +14.7% | +26.3% | -11.6% | +13.7% |
| YTD | +19.2% | -1.0% | +20.2% | +18.7% |
| 1Y | +15.2% | +20.1% | -4.9% | +13.9% |
| 3Y | +6.0% | +37.8% | -31.8% | +3.1% |
| All | +6.8% | -63.2% | +70.0% | +4.0% |
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