+209.9%
BKNG vs KDP
+173.3%
+36.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.0% |
| 7D | -10.7% | -4.3% | -6.3% | -9.7% |
| 30D | -18.1% | +7.8% | -25.9% | -19.6% |
| 3M | +8.5% | -0.1% | +8.6% | +8.5% |
| 6M | -0.1% | +14.0% | -14.1% | -3.4% |
| YTD | -18.2% | +15.1% | -33.3% | -21.3% |
| 1Y | -19.9% | +18.5% | -38.4% | -23.7% |
| 3Y | +41.6% | +2.9% | +38.7% | +38.0% |
| 5Y | +93.1% | +3.0% | +90.1% | +88.3% |
| All | +209.9% | +173.3% | +36.6% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling