+239.3%
KDP vs WWD
+494.7%
-255.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.2% |
| 7D | +0.3% | +4.2% | -3.8% | -0.4% |
| 30D | +16.3% | -0.8% | +17.1% | +16.2% |
| 3M | +24.0% | -8.2% | +32.2% | +25.1% |
| 6M | +30.0% | -9.8% | +39.8% | +31.0% |
| YTD | +36.1% | +10.4% | +25.7% | +32.1% |
| 1Y | +46.8% | +25.5% | +21.4% | +39.4% |
| 3Y | +30.5% | +155.8% | -125.3% | +7.8% |
| 5Y | +17.9% | +187.3% | -169.4% | -6.1% |
| 10Y | +239.3% | +462.7% | -223.4% | +142.1% |
| All | +239.3% | +494.7% | -255.4% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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