+1,232.8%
KDP vs WMB
+438.1%
+794.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.5% |
| 7D | -4.0% | +8.1% | -12.1% | -5.2% |
| 30D | +8.5% | -6.9% | +15.3% | +9.4% |
| 3M | +20.7% | -5.1% | +25.8% | +21.3% |
| 6M | +23.2% | -5.7% | +28.9% | +23.7% |
| YTD | +30.5% | +18.1% | +12.4% | +25.9% |
| 1Y | +35.9% | +18.4% | +17.5% | +31.0% |
| 3Y | +24.8% | +122.7% | -97.9% | +6.7% |
| 5Y | +13.4% | +202.0% | -188.6% | -8.9% |
| 10Y | +239.3% | +283.8% | -44.5% | +147.2% |
| All | +1,232.8% | +438.1% | +794.7% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling