+16.2%
KDP vs WTW
+55.3%
-39.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | +9.7% | +12.9% | -3.2% | +7.1% |
| 3M | +17.6% | +0.7% | +16.9% | +17.3% |
| 6M | +25.8% | +39.5% | -13.7% | +17.7% |
| YTD | +33.9% | +3.1% | +30.8% | +32.3% |
| 1Y | +38.9% | +4.8% | +34.1% | +36.7% |
| 3Y | +26.8% | +42.9% | -16.2% | +13.9% |
| All | +16.2% | +55.3% | -39.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling