+21.8%
KDP vs BAX
+2.7%
+19.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.6% | +0.3% |
| 7D | +2.1% | -2.4% | +4.5% | +2.3% |
| 30D | +8.5% | -9.7% | +18.2% | +9.6% |
| 3M | +6.6% | +29.3% | -22.7% | +4.6% |
| 6M | +17.1% | +40.7% | -23.6% | +14.5% |
| YTD | +19.0% | +30.3% | -11.2% | +15.8% |
| 1Y | +21.8% | +3.4% | +18.4% | +21.8% |
| All | +21.8% | +2.7% | +19.1% | +21.8% |
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