+239.1%
KDP vs BAX
-36.0%
+275.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -7.1% |
| 7D | -4.0% | +0.4% | -4.3% | -4.0% |
| 30D | +8.5% | +3.4% | +5.0% | +7.8% |
| 3M | +20.7% | -4.5% | +25.1% | +21.3% |
| 6M | +23.2% | +44.0% | -20.8% | +16.3% |
| YTD | +30.5% | +34.9% | -4.4% | +23.4% |
| 1Y | +35.9% | +37.9% | -2.0% | +27.9% |
| 3Y | +24.8% | -17.1% | +41.9% | +24.9% |
| 5Y | +13.4% | -64.3% | +77.7% | +29.8% |
| All | +239.1% | -36.0% | +275.1% | +292.7% |
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