+389.1%
KDP vs W
+212.6%
+176.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.9% |
| 7D | +8.2% | +1.1% | +7.1% | +8.1% |
| 30D | +18.4% | +6.4% | +11.9% | +18.0% |
| 3M | +29.2% | +9.0% | +20.3% | +28.7% |
| 6M | +32.3% | +69.8% | -37.5% | +29.1% |
| YTD | +38.5% | +12.1% | +26.4% | +36.9% |
| 1Y | +48.5% | 0.0% | +48.5% | +47.3% |
| 3Y | +32.5% | +160.3% | -127.9% | +23.9% |
| 5Y | +19.7% | -53.3% | +73.0% | +16.5% |
| 10Y | +256.4% | +217.0% | +39.4% | +205.3% |
| All | +389.1% | +212.6% | +176.5% | +324.6% |
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 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