+6.4%
KDP vs BEN
+56.8%
-50.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.1% | +4.7% | -2.6% | +1.5% |
| 30D | +8.5% | +2.6% | +5.9% | +8.1% |
| 3M | +6.6% | +11.5% | -4.9% | +5.1% |
| 6M | +17.1% | +35.3% | -18.3% | +12.2% |
| YTD | +19.0% | +48.6% | -29.6% | +12.4% |
| 1Y | +21.8% | +46.7% | -24.9% | +15.1% |
| 3Y | +6.4% | +57.0% | -50.6% | -3.6% |
| All | +6.4% | +56.8% | -50.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling