+169.5%
KDP vs BDX
+59.3%
+110.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | +6.2% | -2.5% | +8.7% | +6.8% |
| 3M | +1.2% | +21.4% | -20.2% | -3.3% |
| 6M | +15.3% | +10.4% | +4.9% | +12.4% |
| YTD | +14.8% | +18.8% | -4.0% | +9.9% |
| 1Y | +17.6% | +21.7% | -4.1% | +11.9% |
| 3Y | +2.1% | -10.0% | +12.1% | +2.7% |
| 5Y | +2.7% | -1.8% | +4.5% | +0.9% |
| All | +169.5% | +59.3% | +110.2% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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