+239.1%
KDP vs WAB
+269.8%
-30.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.2% |
| 7D | -4.0% | +7.9% | -11.9% | -5.2% |
| 30D | +8.5% | +4.9% | +3.6% | +7.5% |
| 3M | +20.7% | +1.8% | +18.9% | +20.2% |
| 6M | +23.2% | +12.0% | +11.2% | +20.3% |
| YTD | +30.5% | +41.3% | -10.8% | +22.1% |
| 1Y | +35.9% | +43.8% | -8.0% | +26.7% |
| 3Y | +24.8% | +171.1% | -146.3% | +2.2% |
| 5Y | +13.4% | +217.7% | -204.3% | -10.7% |
| All | +239.1% | +269.8% | -30.7% | +135.4% |
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