+882.0%
WMT vs KDP
+1,283.7%
-401.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +10.3% | +9.7% | +0.5% | +7.7% |
| 3M | +11.0% | +17.6% | -6.7% | +6.5% |
| 6M | -2.3% | +25.8% | -28.1% | -8.0% |
| YTD | +15.7% | +33.9% | -18.2% | +7.2% |
| 1Y | +26.0% | +38.9% | -12.9% | +15.7% |
| 3Y | +136.5% | +26.8% | +109.7% | +119.5% |
| 5Y | +176.8% | +16.3% | +160.5% | +161.9% |
| 10Y | +537.5% | +248.1% | +289.4% | +350.1% |
| All | +882.0% | +1,283.7% | -401.7% | +397.7% |
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