+3.0%
KDP vs WTW
+42.3%
-39.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -4.3% | -7.8% | +3.5% | -2.8% |
| 30D | +7.8% | -7.9% | +15.7% | +9.5% |
| 3M | -0.1% | +19.9% | -20.0% | -3.5% |
| 6M | +14.0% | +9.8% | +4.2% | +11.5% |
| YTD | +15.1% | -3.3% | +18.4% | +15.3% |
| 1Y | +18.5% | -3.3% | +21.8% | +18.5% |
| 3Y | +2.9% | +61.5% | -58.7% | -10.9% |
| 5Y | +3.0% | +42.6% | -39.6% | -10.1% |
| All | +3.0% | +42.3% | -39.3% | -10.1% |
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