+256.4%
KDP vs BB
+28.9%
+227.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.8% |
| 7D | +8.2% | +11.6% | -3.4% | +7.6% |
| 30D | +18.4% | +2.6% | +15.8% | +18.0% |
| 3M | +29.2% | +3.5% | +25.7% | +28.6% |
| 6M | +32.3% | +43.5% | -11.2% | +28.8% |
| YTD | +38.5% | +141.2% | -102.7% | +30.8% |
| 1Y | +48.5% | +97.4% | -48.9% | +41.7% |
| 3Y | +32.5% | +151.1% | -118.6% | +21.9% |
| 5Y | +19.7% | -12.8% | +32.5% | +16.2% |
| 10Y | +256.4% | +27.5% | +228.9% | +194.9% |
| All | +256.4% | +28.9% | +227.5% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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