+27.4%
WMT vs KDP
+41.3%
-14.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +1.7% |
| 7D | +8.8% | +5.3% | +3.4% | +7.1% |
| 30D | +22.9% | +19.1% | +3.8% | +17.4% |
| 3M | +16.1% | +19.2% | -3.1% | +10.9% |
| 6M | -0.5% | +29.3% | -29.7% | -7.6% |
| YTD | +16.7% | +35.5% | -18.9% | +6.8% |
| 1Y | +27.4% | +43.5% | -16.1% | +15.6% |
| All | +27.4% | +41.3% | -14.0% | +15.6% |
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