-12.8%
BKNG vs KDP
+15.4%
-28.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -6.0% | +1.3% | -7.3% | -6.2% |
| 30D | -6.6% | +6.0% | -12.6% | -7.5% |
| 3M | +15.7% | +9.2% | +6.5% | +14.8% |
| 6M | +14.1% | +14.7% | -0.5% | +12.8% |
| YTD | -9.3% | +19.2% | -28.5% | -10.3% |
| 1Y | -12.8% | +15.2% | -27.9% | -14.4% |
| All | -12.8% | +15.4% | -28.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling