+247.9%
KDP vs WAT
+222.4%
+25.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +9.7% | +5.4% | +4.3% | +8.8% |
| 3M | +17.6% | +11.3% | +6.3% | +15.6% |
| 6M | +25.8% | +37.4% | -11.6% | +19.5% |
| YTD | +33.9% | +21.2% | +12.7% | +28.9% |
| 1Y | +38.9% | +21.3% | +17.5% | +33.6% |
| 3Y | +26.8% | +83.4% | -56.6% | +10.6% |
| 5Y | +16.3% | +29.0% | -12.6% | +6.8% |
| All | +247.9% | +222.4% | +25.4% | +170.0% |
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