+35.9%
KDP vs BG
+6.6%
+29.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.4% |
| 7D | -4.0% | +1.5% | -5.4% | -4.1% |
| 30D | +8.5% | -7.0% | +15.5% | +8.7% |
| 3M | +20.7% | -10.0% | +30.7% | +21.0% |
| 6M | +23.2% | -19.8% | +43.0% | +25.6% |
| YTD | +30.5% | +14.3% | +16.2% | +25.7% |
| 1Y | +35.9% | +6.5% | +29.4% | +32.4% |
| All | +35.9% | +6.6% | +29.2% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling