+442.9%
BMY vs KDP
+1,294.7%
-851.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -2.1% | +21.5% | -23.6% | -7.0% |
| 6M | +12.2% | +30.1% | -17.9% | +4.6% |
| YTD | +20.3% | +34.9% | -14.6% | +10.9% |
| 1Y | +39.2% | +43.4% | -4.2% | +26.2% |
| 3Y | +35.6% | +29.1% | +6.5% | +25.1% |
| 5Y | +28.6% | +15.0% | +13.6% | +21.2% |
| 10Y | +73.9% | +234.1% | -160.2% | +17.4% |
| All | +442.9% | +1,294.7% | -851.8% | +126.6% |
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