+11.4%
KDP vs BIYA
-99.9%
+111.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.4% |
| 7D | -4.0% | +10.0% | -14.0% | -3.9% |
| 30D | +8.5% | -17.7% | +26.1% | +8.4% |
| 3M | +20.7% | -55.0% | +75.7% | +20.6% |
| 6M | +23.2% | -85.1% | +108.3% | +23.5% |
| YTD | +30.5% | -96.9% | +127.4% | +29.0% |
| 1Y | +35.9% | -98.5% | +134.4% | +32.6% |
| All | +11.4% | -99.9% | +111.3% | +7.3% |
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