+928.6%
WDC vs KDP
+6.0%
+922.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +5.9% |
| 7D | +1.7% | +1.3% | +0.5% | +1.7% |
| 30D | -10.0% | +6.0% | -15.9% | -10.1% |
| 3M | -18.8% | +9.2% | -27.9% | -19.3% |
| 6M | +79.0% | +14.7% | +64.3% | +76.8% |
| YTD | +171.6% | +19.2% | +152.4% | +166.9% |
| 1Y | +417.4% | +15.2% | +402.2% | +410.1% |
| 3Y | +1,251.8% | +6.0% | +1,245.8% | +1,231.5% |
| All | +928.6% | +6.0% | +922.6% | +942.5% |
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 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