-64.1%
WBD vs KDP
-9.7%
-54.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | -13.9% | -0.5% | -13.5% | -13.7% |
| 30D | -7.6% | +5.7% | -13.3% | -10.2% |
| 3M | -28.3% | -6.6% | -21.6% | -25.7% |
| 6M | -22.3% | -3.7% | -18.6% | -21.2% |
| YTD | +6.9% | -11.0% | +17.8% | +12.9% |
| 1Y | -6.2% | -16.3% | +10.1% | +3.2% |
| All | -64.1% | -9.7% | -54.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling