+131.0%
BAC vs KDP
+1,132.0%
-1,001.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.4% |
| 30D | -0.4% | +6.0% | -6.4% | -3.7% |
| 3M | +16.9% | +9.2% | +7.7% | +10.5% |
| 6M | +26.6% | +14.7% | +11.9% | +15.7% |
| YTD | +15.8% | +19.2% | -3.4% | +3.0% |
| 1Y | +27.2% | +15.2% | +12.0% | +14.3% |
| 3Y | +132.4% | +6.0% | +126.4% | +110.9% |
| 5Y | +72.6% | +5.4% | +67.2% | +54.7% |
| 10Y | +389.7% | +171.9% | +217.9% | +106.5% |
| All | +131.0% | +1,132.0% | -1,001.0% | -78.9% |
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 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