+321.0%
KDP vs W
+176.2%
+144.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | +1.3% | -4.2% | +5.4% | +1.4% |
| 30D | +6.0% | -7.6% | +13.6% | +6.3% |
| 3M | +9.2% | +37.2% | -28.0% | +7.6% |
| 6M | +14.7% | +26.3% | -11.6% | +13.1% |
| YTD | +19.2% | -1.0% | +20.2% | +18.4% |
| 1Y | +15.2% | +20.1% | -4.9% | +13.3% |
| 3Y | +6.0% | +37.8% | -31.8% | +1.7% |
| 5Y | +5.4% | -63.7% | +69.1% | +3.7% |
| 10Y | +171.9% | +156.3% | +15.5% | +134.7% |
| All | +321.0% | +176.2% | +144.8% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling