+33.5%
KDP vs BG
+5.0%
+28.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +4.0% | +3.4% | +0.6% | +3.7% |
| 30D | +16.8% | -3.8% | +20.6% | +17.0% |
| 3M | +32.0% | -9.6% | +41.6% | +32.7% |
| 6M | +35.2% | -19.5% | +54.7% | +37.2% |
| YTD | +40.9% | +14.6% | +26.3% | +38.6% |
| 1Y | +47.7% | +6.6% | +41.0% | +46.1% |
| All | +33.5% | +5.0% | +28.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling