+43.5%
KDP vs A
+24.4%
+19.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.9% |
| 7D | +5.3% | -2.4% | +7.7% | +5.3% |
| 30D | +19.1% | +3.6% | +15.5% | +19.1% |
| 3M | +19.2% | +27.5% | -8.3% | +19.0% |
| 6M | +29.3% | +58.5% | -29.2% | +29.5% |
| YTD | +35.5% | +31.2% | +4.3% | +35.6% |
| 1Y | +43.5% | +22.2% | +21.3% | +43.9% |
| All | +43.5% | +24.4% | +19.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling