+1,366.4%
WDC vs KDP
+1,294.8%
+71.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -28.0% | +2.2% | -30.2% | -28.8% |
| 30D | -34.9% | +19.9% | -54.9% | -39.4% |
| 3M | -41.6% | +21.5% | -63.0% | -45.9% |
| 6M | -45.4% | +30.1% | -75.5% | -51.2% |
| YTD | +53.3% | +34.9% | +18.3% | +34.0% |
| 1Y | +61.5% | +43.4% | +18.1% | +37.6% |
| 3Y | +712.3% | +29.1% | +683.3% | +593.5% |
| 5Y | +524.2% | +15.0% | +509.2% | +458.0% |
| 10Y | +616.5% | +234.1% | +382.4% | +286.7% |
| All | +1,366.4% | +1,294.8% | +71.6% | +289.1% |
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 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