+266.4%
KDP vs WST
+452.9%
-186.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | +16.8% | +12.4% | +4.4% | +15.1% |
| 3M | +32.0% | +17.6% | +14.5% | +29.4% |
| 6M | +35.2% | +28.3% | +6.9% | +31.0% |
| YTD | +40.9% | +50.5% | -9.6% | +33.8% |
| 1Y | +47.7% | +49.4% | -1.7% | +40.2% |
| 3Y | +34.8% | +21.9% | +12.9% | +26.9% |
| 5Y | +22.6% | +0.4% | +22.3% | +16.9% |
| 10Y | +266.4% | +451.5% | -185.1% | +145.8% |
| All | +266.4% | +452.9% | -186.4% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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