+17.0%
KDP vs WAT
+32.4%
-15.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +19.9% | +5.0% | +15.0% | +19.2% |
| 3M | +21.5% | +14.5% | +7.0% | +19.4% |
| 6M | +30.1% | +30.9% | -0.8% | +25.6% |
| YTD | +34.9% | +20.5% | +14.5% | +31.1% |
| 1Y | +43.4% | +23.3% | +20.1% | +38.7% |
| 3Y | +29.1% | +81.5% | -52.4% | +14.6% |
| All | +17.0% | +32.4% | -15.4% | +8.4% |
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 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