+171.6%
BKR vs KDP
+2.4%
+169.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -7.0% | -3.7% | -3.3% | -6.3% |
| 30D | -8.1% | +6.2% | -14.3% | -9.3% |
| 3M | -6.6% | +1.2% | -7.8% | -7.1% |
| 6M | +0.9% | +15.3% | -14.5% | -2.9% |
| YTD | +31.1% | +14.8% | +16.3% | +26.4% |
| 1Y | +27.7% | +17.6% | +10.1% | +22.1% |
| 3Y | +71.2% | +2.1% | +69.1% | +68.6% |
| All | +171.6% | +2.4% | +169.2% | +164.0% |
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