+6.8%
KDP vs WAT
-3.2%
+10.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | +6.0% | +2.3% | +3.6% | +5.6% |
| 3M | +9.2% | +8.7% | +0.4% | +8.0% |
| 6M | +14.7% | +28.3% | -13.6% | +10.7% |
| YTD | +19.2% | +7.8% | +11.4% | +17.5% |
| 1Y | +15.2% | +36.6% | -21.4% | +9.4% |
| 3Y | +6.0% | +45.7% | -39.7% | -2.5% |
| All | +6.8% | -3.2% | +10.1% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling