+17.0%
KDP vs WAB
+203.5%
-186.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +19.9% | +0.4% | +19.5% | +19.7% |
| 3M | +21.5% | -3.8% | +25.3% | +22.2% |
| 6M | +30.1% | +5.1% | +25.0% | +28.3% |
| YTD | +34.9% | +33.3% | +1.6% | +26.7% |
| 1Y | +43.4% | +39.8% | +3.6% | +33.3% |
| 3Y | +29.1% | +161.1% | -132.0% | -0.3% |
| All | +17.0% | +203.5% | -186.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling