+17.8%
KDP vs WWD
+161.2%
-143.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.2% | +0.8% |
| 7D | +4.5% | -2.6% | +7.1% | +4.6% |
| 30D | +18.5% | -7.7% | +26.2% | +19.2% |
| 3M | +20.8% | -17.7% | +38.6% | +22.8% |
| 6M | +29.4% | -15.9% | +45.3% | +30.7% |
| YTD | +35.9% | +1.8% | +34.1% | +33.6% |
| 1Y | +42.5% | +17.4% | +25.0% | +37.3% |
| 3Y | +29.4% | +137.1% | -107.7% | +9.5% |
| All | +17.8% | +161.2% | -143.4% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling