+38.9%
KDP vs WAB
+42.5%
-3.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -0.8% | +5.1% | -5.9% | -1.3% |
| 30D | +9.7% | +4.0% | +5.7% | +9.1% |
| 3M | +17.6% | +0.1% | +17.5% | +17.5% |
| 6M | +25.8% | +12.8% | +13.0% | +22.8% |
| YTD | +33.9% | +40.1% | -6.2% | +25.7% |
| 1Y | +38.9% | +46.4% | -7.5% | +30.1% |
| All | +38.9% | +42.5% | -3.6% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling