+247.9%
KDP vs WM
+330.8%
-82.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.8% | +3.2% | -4.0% | -2.0% |
| 30D | +9.7% | +13.0% | -3.3% | +4.9% |
| 3M | +17.6% | +9.2% | +8.4% | +13.8% |
| 6M | +25.8% | +13.6% | +12.1% | +19.8% |
| YTD | +33.9% | +12.4% | +21.5% | +27.7% |
| 1Y | +38.9% | +21.2% | +17.7% | +28.8% |
| 3Y | +26.8% | +48.7% | -21.9% | +8.2% |
| 5Y | +16.3% | +61.9% | -45.5% | -4.5% |
| All | +247.9% | +330.8% | -82.9% | +96.2% |
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