+43.5%
KDP vs WYNN
-32.5%
+75.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.1% | -0.1% | +5.1% |
| 7D | +5.3% | +15.4% | -10.1% | +3.8% |
| 30D | +19.1% | +6.8% | +12.3% | +18.0% |
| 3M | +19.2% | -15.4% | +34.5% | +19.5% |
| 6M | +29.3% | -20.0% | +49.2% | +29.8% |
| YTD | +35.5% | -31.0% | +66.6% | +36.5% |
| 1Y | +43.5% | -31.5% | +74.9% | +44.1% |
| All | +43.5% | -32.5% | +75.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling