+87.4%
BAC vs KDP
+28.7%
+58.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.2% | +2.2% | -3.4% | -1.3% |
| 30D | -7.7% | +19.9% | -27.6% | -8.3% |
| 3M | -21.2% | +21.5% | -42.6% | -21.7% |
| 6M | -6.8% | +30.1% | -37.0% | -7.8% |
| YTD | -8.7% | +34.9% | -43.6% | -10.1% |
| 1Y | -5.3% | +43.4% | -48.7% | -7.2% |
| 3Y | +87.4% | +29.1% | +58.4% | +78.5% |
| All | +87.4% | +28.7% | +58.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling