+169.5%
KDP vs WTW
+198.0%
-28.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.7% | -5.7% | +2.0% | -2.4% |
| 30D | +6.2% | -7.3% | +13.4% | +8.0% |
| 3M | +1.2% | +21.5% | -20.2% | -3.3% |
| 6M | +15.3% | +9.6% | +5.7% | +12.3% |
| YTD | +14.8% | -3.3% | +18.1% | +14.7% |
| 1Y | +17.6% | -6.1% | +23.7% | +18.2% |
| 3Y | +2.1% | +61.8% | -59.7% | -11.6% |
| 5Y | +2.7% | +42.7% | -39.9% | -9.2% |
| All | +169.5% | +198.0% | -28.5% | +107.0% |
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