+247.9%
KDP vs BDX
+95.1%
+152.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.5% |
| 30D | +9.7% | +15.4% | -5.7% | +6.0% |
| 3M | +17.6% | +20.5% | -2.9% | +12.5% |
| 6M | +25.8% | +53.2% | -27.4% | +13.6% |
| YTD | +33.9% | +45.7% | -11.8% | +22.1% |
| 1Y | +38.9% | +47.3% | -8.4% | +26.3% |
| 3Y | +26.8% | +25.1% | +1.7% | +18.3% |
| 5Y | +16.3% | +27.4% | -11.1% | +7.8% |
| All | +247.9% | +95.1% | +152.8% | +198.2% |
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