+5.0%
KDP vs BDX
-1.9%
+6.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -1.6% | -3.6% | +2.0% | -0.6% |
| 30D | +9.5% | +0.7% | +8.8% | +9.2% |
| 3M | +2.6% | +19.0% | -16.3% | -2.6% |
| 6M | +15.6% | +10.8% | +4.8% | +11.9% |
| YTD | +17.3% | +20.1% | -2.8% | +10.7% |
| 1Y | +20.1% | +23.1% | -3.0% | +12.4% |
| 3Y | +4.9% | -8.8% | +13.7% | +6.2% |
| 5Y | +5.0% | -1.4% | +6.4% | +6.2% |
| All | +5.0% | -1.9% | +6.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling