+5.1%
KDP vs BIDU
-44.5%
+49.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.8% | 0.0% |
| 7D | +2.1% | -2.4% | +4.5% | +2.1% |
| 30D | +8.5% | -15.6% | +24.1% | +8.7% |
| 3M | +6.6% | -22.3% | +28.9% | +7.0% |
| 6M | +17.1% | -22.3% | +39.3% | +17.4% |
| YTD | +19.0% | -29.2% | +48.2% | +19.5% |
| 1Y | +21.8% | -14.8% | +36.6% | +21.5% |
| 3Y | +6.4% | -31.8% | +38.2% | +6.5% |
| 5Y | +5.1% | -43.1% | +48.3% | +4.1% |
| All | +5.1% | -44.5% | +49.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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