+1,288.1%
KDP vs WM
+970.1%
+318.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +4.5% | +4.5% | 0.0% | +2.7% |
| 30D | +18.5% | +16.1% | +2.4% | +11.3% |
| 3M | +20.8% | +8.0% | +12.8% | +16.9% |
| 6M | +29.4% | +8.4% | +21.0% | +24.7% |
| YTD | +35.9% | +11.2% | +24.7% | +29.2% |
| 1Y | +42.5% | +22.3% | +20.1% | +30.0% |
| 3Y | +29.4% | +50.2% | -20.9% | +6.9% |
| 5Y | +15.8% | +63.3% | -47.5% | -8.6% |
| 10Y | +236.5% | +355.0% | -118.6% | +62.3% |
| All | +1,288.1% | +970.1% | +318.0% | +298.5% |
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