+21.7%
BAC vs KDP
+13.5%
+8.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +1.0% |
| 7D | +1.5% | -4.0% | +5.5% | +2.2% |
| 30D | -6.4% | +8.5% | -14.8% | -7.9% |
| 3M | -21.7% | +20.7% | -42.4% | -24.5% |
| 6M | +0.5% | +23.2% | -22.7% | -3.9% |
| YTD | -6.7% | +30.5% | -37.2% | -12.3% |
| 1Y | -4.7% | +35.9% | -40.5% | -11.3% |
| 3Y | +96.1% | +24.8% | +71.3% | +79.7% |
| 5Y | +21.7% | +13.4% | +8.3% | +15.4% |
| All | +21.7% | +13.5% | +8.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling