+21.8%
KDP vs BB
+102.8%
-81.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +8.5% | -12.4% | +20.8% | +8.5% |
| 3M | +6.6% | -15.3% | +21.9% | +6.3% |
| 6M | +17.1% | +128.8% | -111.7% | +19.7% |
| YTD | +19.0% | +107.7% | -88.6% | +21.3% |
| 1Y | +21.8% | +103.9% | -82.1% | +28.1% |
| All | +21.8% | +102.8% | -81.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling