+435.8%
DUK vs KDP
+1,283.7%
-847.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +8.9% | +9.7% | -0.8% | +6.1% |
| 3M | +5.6% | +17.6% | -12.1% | +0.8% |
| 6M | +7.0% | +25.8% | -18.8% | +0.2% |
| YTD | +14.0% | +33.9% | -19.8% | +4.8% |
| 1Y | +9.1% | +38.9% | -29.8% | -0.8% |
| 3Y | +67.6% | +26.8% | +40.8% | +54.4% |
| 5Y | +56.6% | +16.3% | +40.2% | +47.2% |
| 10Y | +159.8% | +248.1% | -88.3% | +80.2% |
| All | +435.8% | +1,283.7% | -847.9% | +148.2% |
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