+33.5%
KDP vs WST
+23.3%
+10.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +4.0% | +1.1% | +2.9% | +3.9% |
| 30D | +16.8% | +12.4% | +4.4% | +16.0% |
| 3M | +32.0% | +17.6% | +14.5% | +30.8% |
| 6M | +35.2% | +28.3% | +6.9% | +33.3% |
| YTD | +40.9% | +50.5% | -9.6% | +37.8% |
| 1Y | +47.7% | +49.4% | -1.7% | +44.3% |
| All | +33.5% | +23.3% | +10.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling