+175.8%
KDP vs WEC
+143.0%
+32.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +8.5% | +0.3% | +8.1% | +8.4% |
| 3M | +6.6% | -2.9% | +9.5% | +7.5% |
| 6M | +17.1% | -5.9% | +23.0% | +18.9% |
| YTD | +19.0% | +4.1% | +14.9% | +17.8% |
| 1Y | +21.8% | +3.1% | +18.6% | +20.7% |
| 3Y | +6.4% | +40.8% | -34.3% | -2.7% |
| 5Y | +5.1% | +31.7% | -26.6% | -2.7% |
| 10Y | +175.8% | +141.1% | +34.7% | +106.6% |
| All | +175.8% | +143.0% | +32.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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