+174.5%
KDP vs WMB
+319.8%
-145.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +6.0% | +3.3% | +2.7% | +5.3% |
| 3M | +9.2% | +3.1% | +6.1% | +8.3% |
| 6M | +14.7% | -0.7% | +15.4% | +14.5% |
| YTD | +19.2% | +25.2% | -6.0% | +13.8% |
| 1Y | +15.2% | +32.9% | -17.7% | +8.5% |
| 3Y | +6.0% | +140.6% | -134.6% | -12.6% |
| 5Y | +5.4% | +273.5% | -268.0% | -21.6% |
| All | +174.5% | +319.8% | -145.3% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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