+1,278.3%
KDP vs WWD
+948.0%
+330.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.4% |
| 7D | +2.2% | +4.2% | -2.0% | +1.2% |
| 30D | +19.9% | -2.1% | +22.1% | +20.1% |
| 3M | +21.5% | -13.2% | +34.7% | +24.4% |
| 6M | +30.1% | -16.9% | +47.0% | +33.7% |
| YTD | +34.9% | +5.2% | +29.7% | +31.1% |
| 1Y | +43.4% | +20.6% | +22.8% | +35.0% |
| 3Y | +29.1% | +146.3% | -117.2% | +2.2% |
| 5Y | +15.0% | +171.3% | -156.4% | -12.5% |
| 10Y | +234.1% | +471.3% | -237.2% | +99.2% |
| All | +1,278.3% | +948.0% | +330.3% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling