+169.5%
KDP vs BLK
+283.5%
-114.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -3.7% | -3.3% | -0.4% | -2.9% |
| 30D | +6.2% | -6.5% | +12.7% | +7.9% |
| 3M | +1.2% | +6.7% | -5.5% | -0.5% |
| 6M | +15.3% | +14.7% | +0.6% | +11.0% |
| YTD | +14.8% | +2.5% | +12.3% | +13.1% |
| 1Y | +17.6% | -2.8% | +20.4% | +17.3% |
| 3Y | +2.1% | +65.9% | -63.7% | -12.9% |
| 5Y | +2.7% | +33.0% | -30.2% | -8.5% |
| All | +169.5% | +283.5% | -114.0% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling