+1,290.0%
KDP vs WAB
+1,352.6%
-62.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.3% |
| 7D | +0.3% | +4.0% | -3.6% | -0.6% |
| 30D | +16.3% | +4.5% | +11.8% | +15.0% |
| 3M | +24.0% | +2.3% | +21.7% | +23.1% |
| 6M | +30.0% | +12.5% | +17.5% | +26.0% |
| YTD | +36.1% | +40.2% | -4.1% | +25.3% |
| 1Y | +46.8% | +45.2% | +1.6% | +34.1% |
| 3Y | +30.5% | +171.8% | -141.3% | +1.7% |
| 5Y | +17.9% | +217.6% | -199.7% | -12.4% |
| 10Y | +239.3% | +285.3% | -46.0% | +123.3% |
| All | +1,290.0% | +1,352.6% | -62.6% | +444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling