+229.4%
BSX vs KDP
+1,248.7%
-1,019.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | +1.0% |
| 7D | -1.0% | -4.0% | +3.0% | +0.6% |
| 30D | +2.1% | +8.5% | -6.4% | -1.4% |
| 3M | -14.0% | +20.7% | -34.7% | -20.8% |
| 6M | -18.3% | +23.2% | -41.5% | -25.6% |
| YTD | -53.6% | +30.5% | -84.1% | -59.2% |
| 1Y | -57.6% | +35.9% | -93.4% | -63.3% |
| 3Y | -14.3% | +24.8% | -39.1% | -25.1% |
| 5Y | +5.1% | +13.4% | -8.3% | -4.9% |
| 10Y | +105.6% | +239.3% | -133.7% | +4.7% |
| All | +229.4% | +1,248.7% | -1,019.3% | -31.4% |
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 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