+13.4%
KDP vs WY
-32.2%
+45.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.9% | -6.5% | -7.1% |
| 7D | -4.0% | -5.4% | +1.4% | -2.5% |
| 30D | +8.5% | +7.9% | +0.6% | +6.4% |
| 3M | +20.7% | -16.6% | +37.3% | +26.2% |
| 6M | +23.2% | -11.2% | +34.4% | +26.6% |
| YTD | +30.5% | -11.3% | +41.8% | +33.8% |
| 1Y | +35.9% | -5.5% | +41.4% | +37.0% |
| 3Y | +24.8% | -25.4% | +50.2% | +31.3% |
| 5Y | +13.4% | -32.4% | +45.8% | +18.3% |
| All | +13.4% | -32.2% | +45.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling