+233.0%
BAC vs KDP
+264.7%
-31.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -1.9% | +4.0% | -5.8% | -2.9% |
| 30D | -7.2% | +16.8% | -24.0% | -11.0% |
| 3M | -20.4% | +32.0% | -52.5% | -26.4% |
| 6M | +1.3% | +35.2% | -33.9% | -7.3% |
| YTD | -6.4% | +40.9% | -47.3% | -15.8% |
| 1Y | -3.5% | +47.7% | -51.2% | -14.4% |
| 3Y | +96.7% | +34.8% | +61.9% | +75.3% |
| 5Y | +20.6% | +22.6% | -2.0% | +10.8% |
| 10Y | +233.0% | +266.4% | -33.4% | +180.9% |
| All | +233.0% | +264.7% | -31.7% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling