-1.0%
BSX vs KDP
+3.6%
-4.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -7.0% | -1.6% | -5.5% | -6.7% |
| 30D | -10.9% | +9.5% | -20.4% | -12.9% |
| 3M | -8.2% | +2.6% | -10.8% | -8.9% |
| 6M | -37.5% | +15.6% | -53.1% | -39.9% |
| YTD | -52.8% | +17.3% | -70.2% | -55.0% |
| 1Y | -58.4% | +20.1% | -78.5% | -60.7% |
| 3Y | -16.5% | +4.9% | -21.4% | -19.3% |
| 5Y | -1.0% | +5.0% | -6.0% | -3.8% |
| All | -1.0% | +3.6% | -4.6% | -3.8% |
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