+1,510.9%
WDC vs KDP
+1,306.6%
+204.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +9.6% |
| 7D | -14.4% | +0.3% | -14.7% | -14.8% |
| 30D | -27.1% | +16.3% | -43.4% | -31.3% |
| 3M | -33.3% | +24.0% | -57.2% | -38.7% |
| 6M | -39.6% | +30.0% | -69.6% | -46.0% |
| YTD | +68.4% | +36.1% | +32.3% | +46.8% |
| 1Y | +78.2% | +46.8% | +31.3% | +50.5% |
| 3Y | +772.0% | +30.5% | +741.5% | +641.8% |
| 5Y | +584.9% | +17.9% | +567.0% | +506.2% |
| 10Y | +653.4% | +239.3% | +414.2% | +304.4% |
| All | +1,510.9% | +1,306.6% | +204.4% | +326.4% |
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