+39.6%
DUK vs KDP
+3.6%
+35.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | +0.2% | +9.5% | -9.2% | -2.5% |
| 3M | -1.9% | +2.6% | -4.5% | -2.8% |
| 6M | -6.5% | +15.6% | -22.1% | -10.8% |
| YTD | +5.4% | +17.3% | -11.9% | -0.1% |
| 1Y | +3.6% | +20.1% | -16.5% | -3.0% |
| 3Y | +48.1% | +4.9% | +43.2% | +43.2% |
| 5Y | +39.6% | +5.0% | +34.6% | +36.7% |
| All | +39.6% | +3.6% | +35.9% | +36.7% |
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