+229.6%
KDP vs WM
+339.4%
-109.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +2.2% | +1.2% | +1.0% | +1.8% |
| 30D | +19.9% | +13.1% | +6.9% | +14.8% |
| 3M | +21.5% | +3.6% | +17.9% | +19.9% |
| 6M | +30.1% | +8.1% | +22.0% | +26.3% |
| YTD | +34.9% | +8.9% | +26.0% | +30.3% |
| 1Y | +43.4% | +20.3% | +23.1% | +33.4% |
| 3Y | +29.1% | +46.2% | -17.1% | +11.0% |
| 5Y | +15.0% | +59.9% | -44.9% | -5.0% |
| All | +229.6% | +339.4% | -109.8% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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