+721.4%
WMT vs KDP
+1,132.0%
-410.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.9% | +1.3% | +2.7% | +3.6% |
| 30D | -4.4% | +6.0% | -10.4% | -5.8% |
| 3M | -8.8% | +9.2% | -18.0% | -10.9% |
| 6M | -15.6% | +14.7% | -30.3% | -18.7% |
| YTD | -3.2% | +19.2% | -22.4% | -7.7% |
| 1Y | +7.0% | +15.2% | -8.1% | +2.6% |
| 3Y | +105.3% | +6.0% | +99.3% | +99.1% |
| 5Y | +129.3% | +5.4% | +123.8% | +122.2% |
| 10Y | +423.9% | +171.9% | +252.1% | +293.7% |
| All | +721.4% | +1,132.0% | -410.6% | +328.6% |
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 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