+266.4%
KDP vs WAT
+230.7%
+35.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.9% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +16.8% | +9.0% | +7.8% | +15.2% |
| 3M | +32.0% | +13.5% | +18.6% | +29.3% |
| 6M | +35.2% | +35.3% | -0.1% | +28.6% |
| YTD | +40.9% | +24.0% | +16.9% | +35.2% |
| 1Y | +47.7% | +22.0% | +25.7% | +42.0% |
| 3Y | +34.8% | +84.0% | -49.2% | +17.6% |
| 5Y | +22.6% | +34.4% | -11.7% | +11.8% |
| 10Y | +266.4% | +231.4% | +35.0% | +184.3% |
| All | +266.4% | +230.7% | +35.7% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling