+170.1%
KDP vs WY
+7.2%
+162.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -1.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.5% |
| 30D | +7.8% | -11.3% | +19.1% | +10.7% |
| 3M | -0.1% | -8.1% | +8.1% | +1.7% |
| 6M | +14.0% | -7.4% | +21.4% | +15.6% |
| YTD | +15.1% | -4.7% | +19.8% | +15.8% |
| 1Y | +18.5% | -9.2% | +27.7% | +20.4% |
| 3Y | +2.9% | -24.7% | +27.6% | +7.7% |
| 5Y | +3.0% | -21.6% | +24.5% | +5.7% |
| All | +170.1% | +7.2% | +162.9% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling