+1,117.5%
KDP vs WM
+867.0%
+250.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +6.0% | -2.4% | +8.4% | +7.0% |
| 3M | +9.2% | +0.4% | +8.8% | +8.8% |
| 6M | +14.7% | -9.5% | +24.2% | +19.1% |
| YTD | +19.2% | +0.5% | +18.7% | +18.3% |
| 1Y | +15.2% | -1.1% | +16.3% | +14.9% |
| 3Y | +6.0% | +46.0% | -40.1% | -11.6% |
| 5Y | +5.4% | +51.8% | -46.4% | -14.3% |
| 10Y | +171.9% | +307.5% | -135.6% | +37.4% |
| All | +1,117.5% | +867.0% | +250.5% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling