+431.3%
DUK vs KDP
+1,283.7%
-852.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +8.0% | +9.7% | -1.8% | +5.2% |
| 3M | +4.7% | +17.6% | -13.0% | 0.0% |
| 6M | +6.1% | +25.8% | -19.7% | -0.7% |
| YTD | +13.1% | +33.9% | -20.8% | +3.9% |
| 1Y | +8.2% | +38.9% | -30.7% | -1.7% |
| 3Y | +66.2% | +26.8% | +39.4% | +53.1% |
| 5Y | +55.3% | +16.3% | +38.9% | +46.0% |
| 10Y | +157.6% | +248.1% | -90.5% | +78.7% |
| All | +431.3% | +1,283.7% | -852.4% | +146.1% |
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