+45.9%
KDP vs WWD
+25.3%
+20.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +1.0% |
| 7D | +0.3% | +4.2% | -3.8% | +0.4% |
| 30D | +16.3% | -0.8% | +17.1% | +16.3% |
| 3M | +24.0% | -8.2% | +32.2% | +23.8% |
| 6M | +30.0% | -9.8% | +39.8% | +29.3% |
| YTD | +36.1% | +10.4% | +25.7% | +36.1% |
| All | +45.9% | +25.3% | +20.7% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling