-1.5%
BAC vs KDP
+41.3%
-42.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +4.1% |
| 7D | +1.5% | +5.3% | -3.8% | +1.6% |
| 30D | -4.4% | +19.1% | -23.5% | -3.8% |
| 3M | -17.5% | +19.2% | -36.7% | -16.8% |
| 6M | -0.1% | +29.3% | -29.3% | +1.6% |
| YTD | -4.6% | +35.5% | -40.2% | -3.7% |
| 1Y | -1.5% | +43.5% | -45.0% | +0.1% |
| All | -1.5% | +41.3% | -42.8% | +0.1% |
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