+266.4%
KDP vs WCN
+309.3%
-42.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +4.0% | +0.4% | +3.5% | +3.8% |
| 30D | +16.8% | +25.3% | -8.5% | +7.6% |
| 3M | +32.0% | +15.4% | +16.6% | +25.2% |
| 6M | +35.2% | +27.8% | +7.3% | +23.4% |
| YTD | +40.9% | +10.6% | +30.4% | +35.0% |
| 1Y | +47.7% | +15.8% | +31.9% | +38.9% |
| 3Y | +34.8% | +50.3% | -15.5% | +13.9% |
| 5Y | +22.6% | +46.9% | -24.3% | +3.4% |
| 10Y | +266.4% | +318.8% | -52.4% | +109.2% |
| All | +266.4% | +309.3% | -42.9% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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