+169.5%
KDP vs BG
+166.7%
+2.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -3.7% | +3.1% | -6.8% | -4.1% |
| 30D | +6.2% | +10.2% | -4.0% | +4.6% |
| 3M | +1.2% | -1.7% | +2.9% | +1.2% |
| 6M | +15.3% | +1.0% | +14.4% | +14.7% |
| YTD | +14.8% | +39.9% | -25.1% | +8.4% |
| 1Y | +17.6% | +53.2% | -35.6% | +9.3% |
| 3Y | +2.1% | +16.3% | -14.1% | -1.9% |
| 5Y | +2.7% | +83.9% | -81.1% | -10.6% |
| All | +169.5% | +166.7% | +2.8% | +95.2% |
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