+1,117.5%
KDP vs BIDU
+167.9%
+949.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.2% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | +6.0% | -10.5% | +16.5% | +6.9% |
| 3M | +9.2% | -26.2% | +35.4% | +11.9% |
| 6M | +14.7% | -16.4% | +31.1% | +15.8% |
| YTD | +19.2% | -23.9% | +43.1% | +21.0% |
| 1Y | +15.2% | +1.3% | +13.9% | +13.2% |
| 3Y | +6.0% | -32.1% | +38.1% | +6.7% |
| 5Y | +5.4% | -39.0% | +44.4% | +3.4% |
| 10Y | +171.9% | -44.0% | +215.9% | +151.9% |
| All | +1,117.5% | +167.9% | +949.6% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling