+179.8%
KDP vs BB
+2.1%
+177.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -1.6% | +1.8% | -3.4% | -1.7% |
| 30D | +9.5% | -12.2% | +21.7% | +10.1% |
| 3M | +2.6% | -12.3% | +15.0% | +2.9% |
| 6M | +15.6% | +122.7% | -107.1% | +9.9% |
| YTD | +17.3% | +104.5% | -87.2% | +11.9% |
| 1Y | +20.1% | +106.7% | -86.6% | +14.2% |
| 3Y | +4.9% | +70.0% | -65.1% | -1.2% |
| 5Y | +5.0% | -27.8% | +32.8% | +3.0% |
| 10Y | +179.8% | +2.4% | +177.4% | +128.3% |
| All | +179.8% | +2.1% | +177.7% | +128.3% |
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