+6.8%
KDP vs BIL
+19.4%
-12.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +6.0% | +0.3% | +5.7% | +6.2% |
| 3M | +9.2% | +0.9% | +8.2% | +9.9% |
| 6M | +14.7% | +1.8% | +12.9% | +17.0% |
| YTD | +19.2% | +2.4% | +16.7% | +23.0% |
| 1Y | +15.2% | +3.7% | +11.4% | +21.2% |
| 3Y | +6.0% | +14.2% | -8.2% | +33.4% |
| All | +6.8% | +19.4% | -12.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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