+45.6%
DUK vs KDP
+2.7%
+42.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.5% |
| 7D | -1.7% | -4.3% | +2.6% | -0.7% |
| 30D | -2.2% | +7.8% | -10.1% | -3.9% |
| 3M | -3.7% | -0.1% | -3.6% | -3.8% |
| 6M | -6.3% | +14.0% | -20.3% | -9.1% |
| YTD | +4.5% | +15.1% | -10.6% | +1.0% |
| 1Y | +1.8% | +18.5% | -16.7% | -2.5% |
| All | +45.6% | +2.7% | +42.9% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling