May it be, that Wealth Data does miss a capital action for the KDP stock ?

Indeed, there is a special dividend of $103.75 per share on Jul 10, 2018. Strike F12 > Chart Annotations > add "Dividend (Wealth-Data)" to display it on the chart.

You might want to see Cone's post #4 for Wealth-Data dividend adjustment:

Data provider alternatives with dividend-adjusted data?

I'm still deciding how I want to treat KDP, formerly DPS.

Copart Inc (NASD:CPRT) replaced Dr Pepper Snapple Group Inc (formerly DPS) in the S&P 500 before the open on June 30th. Dr Pepper Snapple Group merged with privately held Keurig Green Mountain Inc and changed its name to Keurig Dr Pepper Inc and its ticker symbol (NYSE:KDP).

In some cases like this, where an outsized dividend has a large effect (about 1 order or more) on the price history, we will terminate the symbol to preserve the prices for historical backtesting of an index with "more representative" pricing.

In this case, I'm considering creating symbol DPS.2018709.R (that ends on 20180709) but also preserve the new dividend-adjusted KDP in Wealth-Data for possible future use.

Sorry about the delay. This adjustment has just been completed as described in Post #4.