+13.6%
WFC vs KDP
+17.7%
-4.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +1.1% | +2.1% | -1.0% | +1.0% |
| 30D | +0.8% | +8.5% | -7.7% | +0.9% |
| 3M | +9.3% | +6.6% | +2.7% | +9.4% |
| 6M | +10.6% | +17.1% | -6.4% | +11.0% |
| YTD | -4.1% | +19.0% | -23.1% | -4.1% |
| 1Y | +13.6% | +21.8% | -8.2% | +13.0% |
| All | +13.6% | +17.7% | -4.1% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling