+17.0%
KDP vs WPM
+246.3%
-229.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | +2.2% | +16.9% | -14.7% | +1.2% |
| 30D | +19.9% | +2.0% | +18.0% | +19.6% |
| 3M | +21.5% | +8.9% | +12.6% | +20.6% |
| 6M | +30.1% | +1.6% | +28.5% | +29.6% |
| YTD | +34.9% | +16.5% | +18.4% | +32.3% |
| 1Y | +43.4% | +42.2% | +1.2% | +38.2% |
| 3Y | +29.1% | +213.3% | -184.2% | +12.8% |
| All | +17.0% | +246.3% | -229.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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