+1,117.5%
KDP vs WWD
+1,043.5%
+74.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | +6.0% | -7.2% | +13.2% | +7.4% |
| 3M | +9.2% | -3.8% | +13.0% | +9.4% |
| 6M | +14.7% | -9.9% | +24.6% | +15.9% |
| YTD | +19.2% | +14.8% | +4.4% | +14.2% |
| 1Y | +15.2% | +42.1% | -26.9% | +5.0% |
| 3Y | +6.0% | +170.8% | -164.8% | -17.5% |
| 5Y | +5.4% | +197.5% | -192.1% | -21.0% |
| 10Y | +171.9% | +477.8% | -305.9% | +62.7% |
| All | +1,117.5% | +1,043.5% | +74.0% | +400.6% |
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