+65.7%
BKR vs KDP
+1,112.7%
-1,047.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -1.5% | -1.6% | 0.0% | -0.9% |
| 30D | -0.7% | +9.5% | -10.2% | -4.4% |
| 3M | +0.5% | +2.6% | -2.1% | -1.3% |
| 6M | +6.6% | +15.6% | -9.0% | -0.5% |
| YTD | +41.3% | +17.3% | +23.9% | +30.9% |
| 1Y | +42.2% | +20.1% | +22.1% | +29.7% |
| 3Y | +83.4% | +4.9% | +78.5% | +73.4% |
| 5Y | +203.6% | +5.0% | +198.6% | +183.2% |
| 10Y | +139.9% | +179.8% | -39.8% | +33.8% |
| All | +65.7% | +1,112.7% | -1,047.0% | -64.9% |
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