+1,278.3%
KDP vs WAB
+1,281.5%
-3.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +19.9% | +0.4% | +19.5% | +19.7% |
| 3M | +21.5% | -3.8% | +25.3% | +22.3% |
| 6M | +30.1% | +5.1% | +25.0% | +28.0% |
| YTD | +34.9% | +33.3% | +1.6% | +25.7% |
| 1Y | +43.4% | +39.8% | +3.6% | +32.0% |
| 3Y | +29.1% | +161.1% | -132.0% | +1.5% |
| 5Y | +15.0% | +209.5% | -194.5% | -14.1% |
| 10Y | +234.1% | +293.8% | -59.8% | +118.0% |
| All | +1,278.3% | +1,281.5% | -3.2% | +446.1% |
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 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