+863.4%
WMT vs KDP
+1,356.4%
-493.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -2.7% | +4.0% | -6.7% | -3.6% |
| 30D | +11.1% | +16.8% | -5.7% | +7.1% |
| 3M | +11.2% | +32.0% | -20.8% | +3.9% |
| 6M | -1.3% | +35.2% | -36.4% | -8.5% |
| YTD | +13.5% | +40.9% | -27.4% | +4.0% |
| 1Y | +22.5% | +47.7% | -25.1% | +11.0% |
| 3Y | +134.1% | +34.8% | +99.3% | +114.3% |
| 5Y | +170.3% | +22.6% | +147.6% | +152.7% |
| 10Y | +525.5% | +266.4% | +259.1% | +336.6% |
| All | +863.4% | +1,356.4% | -493.0% | +382.8% |
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 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