+5.0%
KDP vs WY
-20.4%
+25.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | +9.5% | -9.9% | +19.3% | +12.3% |
| 3M | +2.6% | -7.5% | +10.1% | +4.4% |
| 6M | +15.6% | -5.1% | +20.8% | +16.7% |
| YTD | +17.3% | -2.1% | +19.4% | +17.3% |
| 1Y | +20.1% | -7.3% | +27.4% | +21.6% |
| 3Y | +4.9% | -22.6% | +27.6% | +9.4% |
| 5Y | +5.0% | -19.8% | +24.8% | +8.1% |
| All | +5.0% | -20.4% | +25.4% | +8.1% |
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