+64.6%
BMY vs KDP
+173.4%
-108.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | -0.7% | +9.5% | -10.2% | -2.3% |
| 3M | +15.3% | +2.6% | +12.7% | +14.6% |
| 6M | +8.5% | +15.6% | -7.1% | +5.5% |
| YTD | +23.4% | +17.3% | +6.1% | +19.6% |
| 1Y | +42.9% | +20.1% | +22.8% | +37.6% |
| 3Y | +22.0% | +4.9% | +17.1% | +19.8% |
| 5Y | +24.3% | +5.0% | +19.3% | +21.8% |
| 10Y | +64.6% | +179.8% | -115.2% | +56.0% |
| All | +64.6% | +173.4% | -108.8% | +56.0% |
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 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