+1,290.0%
KDP vs WAT
+669.5%
+620.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | 0.0% |
| 7D | +0.3% | +6.0% | -5.7% | -0.9% |
| 30D | +16.3% | +9.9% | +6.4% | +13.9% |
| 3M | +24.0% | +17.2% | +6.8% | +19.6% |
| 6M | +30.0% | +34.2% | -4.3% | +21.4% |
| YTD | +36.1% | +25.5% | +10.6% | +27.9% |
| 1Y | +46.8% | +28.3% | +18.6% | +37.2% |
| 3Y | +30.5% | +88.4% | -57.9% | +7.9% |
| 5Y | +17.9% | +36.1% | -18.2% | +3.4% |
| 10Y | +239.3% | +234.8% | +4.5% | +123.1% |
| All | +1,290.0% | +669.5% | +620.5% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling