+17.9%
KDP vs WCC
+141.7%
-123.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | +0.4% |
| 7D | +0.3% | -5.7% | +6.0% | +0.5% |
| 30D | +16.3% | -13.5% | +29.8% | +17.0% |
| 3M | +24.0% | -12.9% | +36.9% | +24.6% |
| 6M | +30.0% | -10.7% | +40.7% | +30.1% |
| YTD | +36.1% | +30.0% | +6.1% | +31.8% |
| 1Y | +46.8% | +24.7% | +22.1% | +42.6% |
| 3Y | +30.5% | +136.6% | -106.1% | +16.2% |
| 5Y | +17.9% | +143.9% | -126.0% | +3.1% |
| All | +17.9% | +141.7% | -123.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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