+1,117.5%
KDP vs WELL
+988.7%
+128.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | +9.2% | +18.0% | -8.8% | +4.3% |
| 6M | +14.7% | +15.0% | -0.3% | +10.1% |
| YTD | +19.2% | +28.6% | -9.4% | +10.9% |
| 1Y | +15.2% | +42.9% | -27.7% | +4.0% |
| 3Y | +6.0% | +203.0% | -197.0% | -22.6% |
| 5Y | +5.4% | +206.9% | -201.5% | -24.5% |
| 10Y | +171.9% | +339.5% | -167.6% | +60.2% |
| All | +1,117.5% | +988.7% | +128.8% | +407.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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