+16.2%
KDP vs BIYA
-99.9%
+116.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.9% |
| 7D | +0.3% | -7.8% | +8.1% | +0.3% |
| 30D | +16.3% | -38.5% | +54.8% | +16.1% |
| 3M | +24.0% | -59.5% | +83.5% | +23.8% |
| 6M | +30.0% | -89.2% | +119.2% | +30.0% |
| YTD | +36.1% | -97.1% | +133.2% | +34.5% |
| 1Y | +46.8% | -99.0% | +145.8% | +42.4% |
| All | +16.2% | -99.9% | +116.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling