+106.4%
INTC vs KDP
+248.3%
-141.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.5% |
| 7D | -4.0% | +8.2% | -12.2% | -5.8% |
| 30D | -44.5% | +18.4% | -62.8% | -47.0% |
| 3M | -40.4% | +29.2% | -69.6% | -44.6% |
| 6M | -53.5% | +32.3% | -85.7% | -57.4% |
| YTD | +57.5% | +38.5% | +19.1% | +41.7% |
| 1Y | +51.2% | +48.5% | +2.7% | +32.9% |
| 3Y | +51.6% | +32.5% | +19.1% | +36.4% |
| 5Y | +23.5% | +19.7% | +3.8% | +14.6% |
| 10Y | +106.4% | +256.4% | -150.0% | +55.7% |
| All | +106.4% | +248.3% | -141.9% | +55.7% |
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 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