+239.3%
KDP vs BAX
-35.6%
+274.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +0.3% | +9.0% | -8.7% | -1.0% |
| 30D | +16.3% | +8.5% | +7.8% | +14.7% |
| 3M | +24.0% | -4.1% | +28.1% | +24.5% |
| 6M | +30.0% | +46.9% | -17.0% | +22.4% |
| YTD | +36.1% | +38.4% | -2.3% | +28.2% |
| 1Y | +46.8% | +47.0% | -0.2% | +36.9% |
| 3Y | +30.5% | -14.9% | +45.4% | +30.1% |
| 5Y | +17.9% | -62.5% | +80.4% | +33.7% |
| 10Y | +239.3% | -33.9% | +273.2% | +296.0% |
| All | +239.3% | -35.6% | +274.9% | +296.0% |
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