+363.4%
WFC vs KDP
+1,306.6%
-943.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | +2.9% | +16.3% | -13.4% | -4.0% |
| 3M | -1.4% | +24.0% | -25.4% | -11.0% |
| 6M | +14.3% | +30.0% | -15.6% | +0.5% |
| YTD | -6.2% | +36.1% | -42.3% | -20.1% |
| 1Y | +1.6% | +46.8% | -45.2% | -16.6% |
| 3Y | +126.9% | +30.5% | +96.4% | +89.9% |
| 5Y | +94.0% | +17.9% | +76.0% | +69.6% |
| 10Y | +134.0% | +239.3% | -105.2% | +5.2% |
| All | +363.4% | +1,306.6% | -943.1% | -37.5% |
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