+1,278.3%
KDP vs WST
+1,904.3%
-626.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.8% |
| 30D | +19.9% | +9.1% | +10.8% | +17.8% |
| 3M | +21.5% | +14.7% | +6.8% | +18.1% |
| 6M | +30.1% | +28.0% | +2.1% | +23.6% |
| YTD | +34.9% | +45.6% | -10.7% | +24.4% |
| 1Y | +43.4% | +45.7% | -2.3% | +32.0% |
| 3Y | +29.1% | +21.1% | +8.0% | +16.2% |
| 5Y | +15.0% | +0.3% | +14.7% | +5.3% |
| 10Y | +234.1% | +449.0% | -214.9% | +68.8% |
| All | +1,278.3% | +1,904.3% | -626.0% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling