+132.1%
WFC vs KDP
+175.4%
-43.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +0.8% | +8.5% | -7.7% | -1.4% |
| 3M | +9.3% | +6.6% | +2.7% | +7.1% |
| 6M | +10.6% | +17.1% | -6.4% | +5.5% |
| YTD | -4.1% | +19.0% | -23.1% | -9.3% |
| 1Y | +13.6% | +21.8% | -8.2% | +6.3% |
| 3Y | +130.7% | +6.4% | +124.3% | +120.8% |
| 5Y | +126.7% | +5.1% | +121.6% | +117.8% |
| 10Y | +132.1% | +175.8% | -43.7% | +108.1% |
| All | +132.1% | +175.4% | -43.2% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling