+29.1%
KDP vs WMB
+97.7%
-68.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.2% | -13.8% | +16.0% | +2.6% |
| 30D | +19.9% | -10.3% | +30.3% | +20.0% |
| 3M | +21.5% | -10.1% | +31.5% | +21.5% |
| 6M | +30.1% | -11.8% | +42.0% | +30.2% |
| YTD | +34.9% | +8.9% | +26.0% | +32.9% |
| 1Y | +43.4% | +14.0% | +29.4% | +40.7% |
| 3Y | +29.1% | +100.5% | -71.4% | +19.3% |
| All | +29.1% | +97.7% | -68.6% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling