+376.6%
KDP vs W
+210.4%
+166.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.2% | -3.6% | +5.8% | +2.3% |
| 30D | +19.9% | +7.0% | +13.0% | +19.6% |
| 3M | +21.5% | +7.4% | +14.1% | +21.0% |
| 6M | +30.1% | +69.3% | -39.2% | +27.0% |
| YTD | +34.9% | +11.3% | +23.7% | +33.4% |
| 1Y | +43.4% | +13.2% | +30.2% | +41.5% |
| 3Y | +29.1% | +142.0% | -112.9% | +21.2% |
| 5Y | +15.0% | -54.6% | +69.6% | +12.1% |
| 10Y | +234.1% | +243.7% | -9.6% | +185.6% |
| All | +376.6% | +210.4% | +166.2% | +313.9% |
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