+257.4%
KDP vs WING
+405.9%
-148.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.3% | -3.9% | +5.1% | +1.7% |
| 30D | +6.0% | -11.6% | +17.6% | +7.2% |
| 3M | +9.2% | -24.2% | +33.4% | +11.9% |
| 6M | +14.7% | -54.1% | +68.8% | +23.1% |
| YTD | +19.2% | -53.9% | +73.1% | +27.1% |
| 1Y | +15.2% | -64.4% | +79.5% | +25.7% |
| 3Y | +6.0% | -30.2% | +36.2% | +2.8% |
| 5Y | +5.4% | -34.1% | +39.5% | 0.0% |
| 10Y | +171.9% | +342.1% | -170.3% | +96.6% |
| All | +257.4% | +405.9% | -148.5% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling