+17.9%
KDP vs BIDU
-49.5%
+67.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | +0.3% | +5.4% | -5.0% | +0.3% |
| 30D | +16.3% | -5.0% | +21.3% | +16.4% |
| 3M | +24.0% | -26.1% | +50.1% | +24.4% |
| 6M | +30.0% | -42.6% | +72.5% | +30.9% |
| YTD | +36.1% | -38.0% | +74.1% | +36.7% |
| 1Y | +46.8% | -35.7% | +82.5% | +47.3% |
| 3Y | +30.5% | -22.9% | +53.4% | +29.7% |
| 5Y | +17.9% | -49.9% | +67.8% | +17.1% |
| All | +17.9% | -49.5% | +67.4% | +17.1% |
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