+1,278.3%
KDP vs BB
-93.4%
+1,371.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.0% |
| 7D | +2.2% | +3.8% | -1.6% | +1.9% |
| 30D | +19.9% | -0.3% | +20.3% | +19.7% |
| 3M | +21.5% | -0.5% | +21.9% | +20.9% |
| 6M | +30.1% | +45.9% | -15.8% | +25.2% |
| YTD | +34.9% | +130.6% | -95.7% | +25.1% |
| 1Y | +43.4% | +89.2% | -45.8% | +34.8% |
| 3Y | +29.1% | +137.5% | -108.4% | +15.9% |
| 5Y | +15.0% | -20.9% | +35.9% | +10.5% |
| 10Y | +234.1% | +25.4% | +208.7% | +176.5% |
| All | +1,278.3% | -93.4% | +1,371.7% | +1,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling