+5.0%
KDP vs BG
+84.9%
-79.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.5% | +10.3% | -0.8% | +8.3% |
| 3M | +2.6% | -1.9% | +4.5% | +2.8% |
| 6M | +15.6% | +5.2% | +10.4% | +14.7% |
| YTD | +17.3% | +41.2% | -23.8% | +12.4% |
| 1Y | +20.1% | +50.5% | -30.4% | +14.0% |
| 3Y | +4.9% | +19.9% | -15.0% | +1.3% |
| 5Y | +5.0% | +86.7% | -81.7% | -11.3% |
| All | +5.0% | +84.9% | -79.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling