+239.3%
KDP vs WING
+742.9%
-503.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.5% | 0.0% |
| 7D | +0.3% | +8.6% | -8.2% | -0.5% |
| 30D | +16.3% | +44.8% | -28.4% | +11.8% |
| 3M | +24.0% | +51.9% | -28.0% | +18.2% |
| 6M | +30.0% | +37.2% | -7.2% | +24.8% |
| YTD | +36.1% | -25.3% | +61.4% | +37.8% |
| 1Y | +46.8% | -25.1% | +71.9% | +48.4% |
| 3Y | +30.5% | -12.9% | +43.4% | +23.9% |
| 5Y | +17.9% | +12.0% | +5.9% | +4.9% |
| 10Y | +239.3% | +716.5% | -477.2% | +124.4% |
| All | +239.3% | +742.9% | -503.6% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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