+81.5%
BSX vs KDP
+173.3%
-91.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | -8.2% | -4.3% | -3.9% | -7.0% |
| 30D | -15.8% | +7.8% | -23.6% | -17.8% |
| 3M | -10.8% | -0.1% | -10.8% | -11.1% |
| 6M | -38.4% | +14.0% | -52.4% | -41.2% |
| YTD | -54.8% | +15.1% | -69.9% | -57.1% |
| 1Y | -59.0% | +18.5% | -77.6% | -61.6% |
| 3Y | -20.0% | +2.9% | -22.9% | -22.7% |
| 5Y | -3.1% | +3.0% | -6.0% | -6.7% |
| All | +81.5% | +173.3% | -91.8% | +49.5% |
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 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