+6.7%
KDP vs WWD
+170.0%
-163.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | +6.0% | -7.2% | +13.2% | +6.3% |
| 3M | +9.2% | -3.8% | +13.0% | +9.0% |
| 6M | +14.7% | -9.9% | +24.6% | +14.9% |
| YTD | +19.2% | +14.8% | +4.4% | +17.3% |
| 1Y | +15.2% | +42.1% | -26.9% | +11.4% |
| All | +6.7% | +170.0% | -163.3% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling