+175.8%
KDP vs WAT
+153.6%
+22.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +8.5% | -1.0% | +9.4% | +8.6% |
| 3M | +6.6% | +10.9% | -4.3% | +4.8% |
| 6M | +17.1% | +33.2% | -16.1% | +11.4% |
| YTD | +19.0% | +6.1% | +13.0% | +17.1% |
| 1Y | +21.8% | +30.2% | -8.5% | +15.4% |
| 3Y | +6.4% | +52.9% | -46.4% | -4.2% |
| 5Y | +5.1% | -5.1% | +10.3% | +1.9% |
| 10Y | +175.8% | +152.6% | +23.2% | +121.4% |
| All | +175.8% | +153.6% | +22.2% | +121.4% |
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