+175.8%
KDP vs BAX
-36.7%
+212.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.6% | +0.4% |
| 7D | +2.1% | -2.4% | +4.5% | +2.4% |
| 30D | +8.5% | -9.7% | +18.2% | +10.1% |
| 3M | +6.6% | +29.3% | -22.7% | +2.5% |
| 6M | +17.1% | +40.7% | -23.6% | +10.8% |
| YTD | +19.0% | +30.3% | -11.2% | +13.2% |
| 1Y | +21.8% | +3.4% | +18.4% | +19.8% |
| 3Y | +6.4% | -32.0% | +38.5% | +10.2% |
| 5Y | +5.1% | -66.9% | +72.0% | +22.2% |
| 10Y | +175.8% | -37.1% | +212.9% | +192.3% |
| All | +175.8% | -36.7% | +212.6% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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