+82.1%
BAC vs KDP
+1,294.8%
-1,212.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -2.5% |
| 30D | -7.7% | +19.9% | -27.6% | -16.4% |
| 3M | -21.2% | +21.5% | -42.6% | -29.5% |
| 6M | -6.8% | +30.1% | -37.0% | -20.3% |
| YTD | -8.7% | +34.9% | -43.6% | -24.4% |
| 1Y | -5.3% | +43.4% | -48.7% | -24.3% |
| 3Y | +87.4% | +29.1% | +58.4% | +52.0% |
| 5Y | +18.9% | +15.0% | +3.9% | +1.9% |
| 10Y | +273.3% | +234.1% | +39.2% | +37.6% |
| All | +82.1% | +1,294.8% | -1,212.7% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling