+247.9%
KDP vs WST
+456.5%
-208.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | -0.8% | +4.2% | -5.0% | -1.3% |
| 30D | +9.7% | +11.2% | -1.5% | +8.3% |
| 3M | +17.6% | +20.4% | -2.8% | +15.0% |
| 6M | +25.8% | +37.9% | -12.1% | +20.9% |
| YTD | +33.9% | +51.8% | -17.9% | +27.0% |
| 1Y | +38.9% | +56.6% | -17.7% | +31.2% |
| 3Y | +26.8% | +24.2% | +2.6% | +19.1% |
| 5Y | +16.3% | +0.7% | +15.7% | +11.0% |
| All | +247.9% | +456.5% | -208.7% | +132.3% |
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