+6.8%
KDP vs ALL
+118.4%
-111.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | +1.3% | 0.0% | +1.2% | +1.3% |
| 30D | +6.0% | -1.5% | +7.5% | +6.3% |
| 3M | +9.2% | +23.6% | -14.4% | +4.1% |
| 6M | +14.7% | +22.3% | -7.6% | +9.5% |
| YTD | +19.2% | +26.5% | -7.3% | +12.8% |
| 1Y | +15.2% | +27.0% | -11.8% | +8.7% |
| 3Y | +6.0% | +149.6% | -143.6% | -15.1% |
| All | +6.8% | +118.4% | -111.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling