+47.7%
KDP vs BAX
+48.0%
-0.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +4.0% | -0.6% | +4.6% | +4.0% |
| 30D | +16.8% | +6.3% | +10.5% | +15.9% |
| 3M | +32.0% | -4.6% | +36.6% | +32.3% |
| 6M | +35.2% | +50.4% | -15.2% | +32.0% |
| YTD | +40.9% | +38.0% | +2.9% | +35.8% |
| 1Y | +47.7% | +44.6% | +3.0% | +41.2% |
| All | +47.7% | +48.0% | -0.4% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling