+160.2%
WBD vs KDP
+1,132.0%
-971.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.3% |
| 30D | +8.8% | +6.0% | +2.8% | +6.2% |
| 3M | +4.6% | +9.2% | -4.6% | +0.7% |
| 6M | +1.1% | +14.7% | -13.6% | -5.0% |
| YTD | -2.0% | +19.2% | -21.2% | -9.4% |
| 1Y | +140.0% | +15.2% | +124.8% | +123.4% |
| 3Y | +144.4% | +6.0% | +138.4% | +132.3% |
| 5Y | -0.2% | +5.4% | -5.6% | -5.3% |
| 10Y | +9.1% | +171.9% | -162.8% | -30.6% |
| All | +160.2% | +1,132.0% | -971.7% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling