+239.1%
KDP vs BG
+107.5%
+131.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.4% |
| 7D | -4.0% | +1.5% | -5.4% | -4.2% |
| 30D | +8.5% | -7.0% | +15.5% | +9.5% |
| 3M | +20.7% | -10.0% | +30.7% | +22.3% |
| 6M | +23.2% | -19.8% | +43.0% | +26.7% |
| YTD | +30.5% | +14.3% | +16.2% | +26.8% |
| 1Y | +35.9% | +6.5% | +29.4% | +33.4% |
| 3Y | +24.8% | +4.4% | +20.5% | +21.5% |
| 5Y | +13.4% | +20.2% | -6.8% | +5.8% |
| All | +239.1% | +107.5% | +131.5% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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