+6.7%
KDP vs BAX
-31.1%
+37.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | +6.0% | -5.5% | +11.4% | +6.7% |
| 3M | +9.2% | +33.5% | -24.4% | +5.2% |
| 6M | +14.7% | +35.9% | -21.2% | +10.1% |
| YTD | +19.2% | +35.4% | -16.2% | +13.7% |
| 1Y | +15.2% | +9.8% | +5.4% | +12.9% |
| All | +6.7% | -31.1% | +37.9% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling