+5.3%
WMT vs KDP
+18.4%
-13.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -7.4% | +6.2% | -13.6% | -8.3% |
| 3M | -10.9% | +1.2% | -12.1% | -11.2% |
| 6M | -12.7% | +15.3% | -28.0% | -15.2% |
| YTD | -3.2% | +14.8% | -18.0% | -5.6% |
| 1Y | +5.3% | +17.6% | -12.3% | +2.8% |
| All | +5.3% | +18.4% | -13.2% | +2.8% |
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