+57.3%
BMY vs KDP
+238.8%
-181.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | +0.5% |
| 7D | -1.3% | -4.0% | +2.7% | -0.6% |
| 30D | +10.0% | +8.5% | +1.5% | +8.3% |
| 3M | -1.2% | +20.7% | -21.8% | -4.8% |
| 6M | +12.8% | +23.2% | -10.4% | +8.2% |
| YTD | +20.7% | +30.5% | -9.8% | +14.3% |
| 1Y | +32.6% | +35.9% | -3.2% | +24.6% |
| 3Y | +41.8% | +24.8% | +17.0% | +34.9% |
| 5Y | +29.0% | +13.4% | +15.6% | +24.2% |
| All | +57.3% | +238.8% | -181.5% | +36.0% |
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