+849.7%
KDP vs BAH
+1,084.3%
-234.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | +8.2% | +0.5% | +7.7% | +8.1% |
| 30D | +18.4% | +18.2% | +0.1% | +15.8% |
| 3M | +29.2% | +13.1% | +16.2% | +27.0% |
| 6M | +32.3% | +15.2% | +17.1% | +29.2% |
| YTD | +38.5% | +6.0% | +32.5% | +35.8% |
| 1Y | +48.5% | +3.1% | +45.4% | +46.1% |
| 3Y | +32.5% | -26.2% | +58.7% | +34.1% |
| 5Y | +19.7% | +9.3% | +10.4% | +12.5% |
| 10Y | +256.4% | +212.3% | +44.1% | +183.9% |
| All | +849.7% | +1,084.3% | -234.6% | +505.4% |
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