+28.6%
BMY vs KDP
+14.9%
+13.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.5% | +2.2% | -2.7% | -1.1% |
| 30D | +4.1% | +19.9% | -15.9% | -0.1% |
| 3M | -2.1% | +21.5% | -23.6% | -6.5% |
| 6M | +12.2% | +30.1% | -17.9% | +5.3% |
| YTD | +20.3% | +34.9% | -14.6% | +11.8% |
| 1Y | +39.2% | +43.4% | -4.2% | +27.4% |
| 3Y | +35.6% | +29.1% | +6.5% | +27.0% |
| All | +28.6% | +14.9% | +13.7% | +23.4% |
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