+17.0%
KDP vs WING
+4.1%
+12.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +2.2% | +9.0% | -6.8% | +1.6% |
| 30D | +19.9% | +39.9% | -20.0% | +17.2% |
| 3M | +21.5% | +40.4% | -18.9% | +18.4% |
| 6M | +30.1% | +12.9% | +17.2% | +28.4% |
| YTD | +34.9% | -31.1% | +66.0% | +36.6% |
| 1Y | +43.4% | -32.7% | +76.1% | +45.2% |
| 3Y | +29.1% | -19.8% | +48.9% | +23.9% |
| All | +17.0% | +4.1% | +12.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling