+1,278.3%
KDP vs WU
-33.8%
+1,312.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +2.2% | +11.7% | -9.5% | -0.3% |
| 30D | +19.9% | +12.6% | +7.3% | +16.8% |
| 3M | +21.5% | -0.5% | +22.0% | +21.5% |
| 6M | +30.1% | -18.2% | +48.3% | +34.8% |
| YTD | +34.9% | -19.0% | +53.9% | +39.4% |
| 1Y | +43.4% | -16.7% | +60.1% | +47.0% |
| 3Y | +29.1% | -21.0% | +50.1% | +31.7% |
| 5Y | +15.0% | -41.7% | +56.7% | +23.6% |
| 10Y | +234.1% | -35.0% | +269.1% | +235.6% |
| All | +1,278.3% | -33.8% | +1,312.1% | +1,052.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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