+7.0%
WMT vs KDP
+15.4%
-8.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.9% | +1.3% | +2.7% | +3.8% |
| 30D | -4.4% | +6.0% | -10.4% | -5.2% |
| 3M | -8.8% | +9.2% | -18.0% | -10.1% |
| 6M | -15.6% | +14.7% | -30.3% | -18.0% |
| YTD | -3.2% | +19.2% | -22.4% | -6.0% |
| 1Y | +7.0% | +15.2% | -8.1% | +3.5% |
| All | +7.0% | +15.4% | -8.3% | +3.5% |
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 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