+270.0%
INTC vs KDP
+173.4%
+96.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +18.0% | -1.6% | +19.5% | +18.4% |
| 30D | +8.9% | +9.5% | -0.5% | +6.1% |
| 3M | -1.6% | +2.6% | -4.2% | -3.0% |
| 6M | +133.1% | +15.6% | +117.5% | +121.3% |
| YTD | +187.9% | +17.3% | +170.6% | +171.3% |
| 1Y | +334.7% | +20.1% | +314.6% | +305.1% |
| 3Y | +184.2% | +4.9% | +179.3% | +173.4% |
| 5Y | +116.0% | +5.0% | +111.0% | +107.6% |
| 10Y | +270.0% | +179.8% | +90.2% | +200.0% |
| All | +270.0% | +173.4% | +96.6% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling