+247.9%
KDP vs WTW
+218.5%
+29.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | +9.7% | +12.9% | -3.2% | +6.7% |
| 3M | +17.6% | +0.7% | +16.9% | +17.4% |
| 6M | +25.8% | +39.5% | -13.7% | +16.2% |
| YTD | +33.9% | +3.1% | +30.8% | +31.8% |
| 1Y | +38.9% | +4.8% | +34.1% | +36.1% |
| 3Y | +26.8% | +42.9% | -16.2% | +13.6% |
| 5Y | +16.3% | +55.3% | -38.9% | +0.6% |
| All | +247.9% | +218.5% | +29.4% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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