+16.2%
KDP vs WMB
+200.5%
-184.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | -0.8% | +7.8% | -8.6% | -1.5% |
| 30D | +9.7% | -5.1% | +14.8% | +10.1% |
| 3M | +17.6% | -4.7% | +22.3% | +17.9% |
| 6M | +25.8% | -7.4% | +33.2% | +26.3% |
| YTD | +33.9% | +17.5% | +16.4% | +30.1% |
| 1Y | +38.9% | +19.5% | +19.4% | +34.6% |
| 3Y | +26.8% | +121.3% | -94.5% | +9.2% |
| All | +16.2% | +200.5% | -184.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling