+6.4%
KDP vs WY
-23.0%
+29.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +2.1% | -2.1% | +4.1% | +2.6% |
| 30D | +8.5% | -10.5% | +18.9% | +11.3% |
| 3M | +6.6% | -4.9% | +11.5% | +7.7% |
| 6M | +17.1% | -4.9% | +22.0% | +18.1% |
| YTD | +19.0% | -1.7% | +20.7% | +19.0% |
| 1Y | +21.8% | -9.4% | +31.1% | +23.7% |
| 3Y | +6.4% | -22.3% | +28.7% | +9.6% |
| All | +6.4% | -23.0% | +29.4% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling