+22.6%
KDP vs WSM
+184.0%
-161.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +4.0% | -3.0% | +6.9% | +4.2% |
| 30D | +16.8% | +10.1% | +6.7% | +16.0% |
| 3M | +32.0% | +4.9% | +27.1% | +31.5% |
| 6M | +35.2% | +49.8% | -14.6% | +31.5% |
| YTD | +40.9% | +48.7% | -7.8% | +36.9% |
| 1Y | +47.7% | +38.7% | +8.9% | +44.1% |
| 3Y | +34.8% | +269.5% | -234.7% | +18.6% |
| 5Y | +22.6% | +179.0% | -156.4% | +9.8% |
| All | +22.6% | +184.0% | -161.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling