+148.4%
WBD vs KDP
+6.5%
+141.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | +2.1% | -2.8% | -1.2% |
| 30D | +5.0% | +8.5% | -3.5% | +2.9% |
| 3M | +6.2% | +6.6% | -0.4% | +4.3% |
| 6M | +0.6% | +17.1% | -16.5% | -3.8% |
| YTD | -2.4% | +19.0% | -21.5% | -7.4% |
| 1Y | +127.7% | +21.8% | +105.9% | +113.8% |
| 3Y | +148.4% | +6.4% | +142.0% | +130.6% |
| All | +148.4% | +6.5% | +141.9% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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