+5.1%
KDP vs WAB
+231.1%
-225.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.1% | +1.7% | +0.4% | +1.8% |
| 30D | +8.5% | -2.4% | +10.9% | +8.9% |
| 3M | +6.6% | +9.7% | -3.1% | +4.4% |
| 6M | +17.1% | +16.5% | +0.6% | +13.1% |
| YTD | +19.0% | +33.7% | -14.7% | +12.0% |
| 1Y | +21.8% | +49.7% | -27.9% | +11.8% |
| 3Y | +6.4% | +170.9% | -164.5% | -18.0% |
| 5Y | +5.1% | +228.0% | -222.9% | -23.4% |
| All | +5.1% | +231.1% | -225.9% | -23.4% |
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 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