+1,117.5%
KDP vs BG
+57.9%
+1,059.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.3% | +2.8% | -1.5% | +0.7% |
| 30D | +6.0% | +12.0% | -6.1% | +3.6% |
| 3M | +9.2% | -7.7% | +16.9% | +10.5% |
| 6M | +14.7% | +4.5% | +10.2% | +13.0% |
| YTD | +19.2% | +35.7% | -16.5% | +11.5% |
| 1Y | +15.2% | +50.1% | -34.9% | +5.3% |
| 3Y | +6.0% | +12.6% | -6.6% | +1.2% |
| 5Y | +5.4% | +75.4% | -70.0% | -10.2% |
| 10Y | +171.9% | +150.5% | +21.4% | +100.4% |
| All | +1,117.5% | +57.9% | +1,059.6% | +701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling