+384.9%
WFC vs KDP
+1,132.0%
-747.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | +1.5% | +6.0% | -4.5% | -1.4% |
| 3M | +10.9% | +9.2% | +1.7% | +5.9% |
| 6M | +8.4% | +14.7% | -6.3% | +0.7% |
| YTD | -1.9% | +19.2% | -21.1% | -11.0% |
| 1Y | +12.3% | +15.2% | -2.8% | +2.9% |
| 3Y | +132.3% | +6.0% | +126.4% | +114.7% |
| 5Y | +130.1% | +5.4% | +124.6% | +111.5% |
| 10Y | +134.4% | +171.9% | -37.5% | +18.5% |
| All | +384.9% | +1,132.0% | -747.1% | -30.4% |
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