+229.6%
KDP vs BAH
+220.7%
+8.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +2.2% | -3.5% | +5.8% | +2.7% |
| 30D | +19.9% | +24.3% | -4.3% | +16.7% |
| 3M | +21.5% | +16.3% | +5.2% | +19.0% |
| 6M | +30.1% | +13.6% | +16.5% | +27.5% |
| YTD | +34.9% | +3.5% | +31.4% | +32.8% |
| 1Y | +43.4% | +2.7% | +40.7% | +41.2% |
| 3Y | +29.1% | -26.6% | +55.7% | +30.3% |
| 5Y | +15.0% | +8.5% | +6.5% | +6.7% |
| All | +229.6% | +220.7% | +8.9% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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