+239.1%
KDP vs WWD
+442.7%
-203.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.1% |
| 7D | -4.0% | +8.2% | -12.1% | -5.0% |
| 30D | +8.5% | -0.2% | +8.6% | +8.3% |
| 3M | +20.7% | -8.4% | +29.1% | +21.9% |
| 6M | +23.2% | -9.5% | +32.7% | +24.1% |
| YTD | +30.5% | +10.1% | +20.4% | +26.8% |
| 1Y | +35.9% | +21.6% | +14.3% | +29.7% |
| 3Y | +24.8% | +149.6% | -124.8% | +3.6% |
| 5Y | +13.4% | +191.3% | -177.9% | -9.9% |
| All | +239.1% | +442.7% | -203.6% | +145.9% |
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