+266.4%
KDP vs WSM
+1,181.2%
-914.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +4.0% | -3.0% | +6.9% | +4.4% |
| 30D | +16.8% | +10.1% | +6.7% | +15.3% |
| 3M | +32.0% | +4.9% | +27.1% | +31.1% |
| 6M | +35.2% | +49.8% | -14.6% | +28.0% |
| YTD | +40.9% | +48.7% | -7.8% | +33.1% |
| 1Y | +47.7% | +38.7% | +8.9% | +40.7% |
| 3Y | +34.8% | +269.5% | -234.7% | +6.7% |
| 5Y | +22.6% | +179.0% | -156.4% | -0.9% |
| 10Y | +266.4% | +1,162.3% | -895.9% | +100.2% |
| All | +266.4% | +1,181.2% | -914.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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