+2,497.8%
WDC vs KDP
+1,132.0%
+1,365.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.2% |
| 7D | +1.7% | +1.3% | +0.5% | +1.3% |
| 30D | -10.0% | +6.0% | -15.9% | -11.9% |
| 3M | -18.8% | +9.2% | -27.9% | -22.2% |
| 6M | +79.0% | +14.7% | +64.3% | +67.9% |
| YTD | +171.6% | +19.2% | +152.4% | +149.6% |
| 1Y | +417.4% | +15.2% | +402.2% | +376.7% |
| 3Y | +1,251.8% | +6.0% | +1,245.8% | +1,150.2% |
| 5Y | +911.7% | +5.4% | +906.3% | +833.4% |
| 10Y | +1,399.6% | +171.9% | +1,227.8% | +783.5% |
| All | +2,497.8% | +1,132.0% | +1,365.8% | +625.1% |
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