+717.5%
KDP vs BAH
+886.2%
-168.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +1.3% | -3.2% | +4.5% | +1.7% |
| 30D | +6.0% | +2.0% | +4.0% | +5.6% |
| 3M | +9.2% | -7.6% | +16.8% | +10.0% |
| 6M | +14.7% | -5.7% | +20.4% | +14.9% |
| YTD | +19.2% | -11.7% | +30.9% | +19.9% |
| 1Y | +15.2% | -27.4% | +42.5% | +18.9% |
| 3Y | +6.0% | -32.5% | +38.5% | +8.2% |
| 5Y | +5.4% | -3.3% | +8.8% | +0.5% |
| 10Y | +171.9% | +186.0% | -14.1% | +118.9% |
| All | +717.5% | +886.2% | -168.8% | +434.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling