+15.2%
KDP vs BLK
+3.3%
+11.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | +1.3% | -3.6% | +4.9% | +1.5% |
| 30D | +6.0% | -1.0% | +7.0% | +6.1% |
| 3M | +9.2% | +10.4% | -1.2% | +9.1% |
| 6M | +14.7% | +8.2% | +6.5% | +14.5% |
| YTD | +19.2% | +6.0% | +13.2% | +17.8% |
| 1Y | +15.2% | +3.3% | +11.8% | +11.7% |
| All | +15.2% | +3.3% | +11.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling