+355.0%
WFC vs KDP
+1,294.8%
-939.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.2% | +2.2% | -1.0% | +0.1% |
| 30D | +5.2% | +19.9% | -14.7% | -3.2% |
| 3M | -3.0% | +21.5% | -24.5% | -11.7% |
| 6M | +6.2% | +30.1% | -23.9% | -6.8% |
| YTD | -7.9% | +34.9% | -42.9% | -21.3% |
| 1Y | +0.3% | +43.4% | -43.1% | -16.8% |
| 3Y | +117.7% | +29.1% | +88.7% | +83.1% |
| 5Y | +88.4% | +15.0% | +73.4% | +66.7% |
| 10Y | +147.3% | +234.1% | -86.8% | +11.9% |
| All | +355.0% | +1,294.8% | -939.7% | -38.4% |
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