+113.2%
WDC vs KDP
+41.3%
+71.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.9% | -12.7% | -4.4% |
| 7D | -18.3% | +5.3% | -23.6% | -16.3% |
| 30D | -26.7% | +19.1% | -45.8% | -22.0% |
| 3M | -40.9% | +19.2% | -60.1% | -37.6% |
| 6M | -26.8% | +29.3% | -56.0% | -20.8% |
| YTD | +88.2% | +35.5% | +52.6% | +108.8% |
| 1Y | +113.2% | +43.5% | +69.7% | +161.6% |
| All | +113.2% | +41.3% | +71.9% | +161.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling