+256.4%
KDP vs WAB
+288.7%
-32.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.5% |
| 7D | +8.2% | +4.0% | +4.2% | +7.4% |
| 30D | +18.4% | +6.3% | +12.0% | +17.0% |
| 3M | +29.2% | +3.3% | +25.9% | +28.3% |
| 6M | +32.3% | +14.5% | +17.8% | +28.7% |
| YTD | +38.5% | +42.7% | -4.2% | +29.4% |
| 1Y | +48.5% | +45.2% | +3.3% | +38.3% |
| 3Y | +32.5% | +173.8% | -141.3% | +8.2% |
| 5Y | +19.7% | +223.8% | -204.1% | -6.0% |
| 10Y | +256.4% | +280.5% | -24.1% | +146.4% |
| All | +256.4% | +288.7% | -32.4% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling