+448.7%
BMY vs KDP
+1,331.3%
-882.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | +1.8% | +8.2% | -6.4% | -0.2% |
| 30D | +6.2% | +18.4% | -12.1% | +1.8% |
| 3M | -2.1% | +29.2% | -31.4% | -8.5% |
| 6M | +14.3% | +32.3% | -18.0% | +6.1% |
| YTD | +21.6% | +38.5% | -16.9% | +11.3% |
| 1Y | +38.8% | +48.5% | -9.7% | +24.8% |
| 3Y | +42.9% | +32.5% | +10.5% | +31.1% |
| 5Y | +30.1% | +19.7% | +10.4% | +21.4% |
| 10Y | +58.2% | +256.4% | -198.2% | +4.9% |
| All | +448.7% | +1,331.3% | -882.6% | +127.5% |
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