+5.1%
KDP vs WSM
+189.5%
-184.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.9% |
| 30D | +8.5% | -9.5% | +18.0% | +9.2% |
| 3M | +6.6% | +12.9% | -6.3% | +5.7% |
| 6M | +17.1% | +23.0% | -6.0% | +15.3% |
| YTD | +19.0% | +28.9% | -9.9% | +16.8% |
| 1Y | +21.8% | +13.7% | +8.1% | +20.4% |
| 3Y | +6.4% | +232.6% | -226.2% | -6.0% |
| 5Y | +5.1% | +185.9% | -180.7% | -7.5% |
| All | +5.1% | +189.5% | -184.3% | -7.5% |
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