+5.0%
KDP vs BLK
+30.3%
-25.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +9.5% | -4.8% | +14.2% | +10.5% |
| 3M | +2.6% | +6.5% | -3.8% | +1.4% |
| 6M | +15.6% | +13.1% | +2.5% | +12.6% |
| YTD | +17.3% | +1.8% | +15.5% | +16.2% |
| 1Y | +20.1% | -1.0% | +21.1% | +19.5% |
| 3Y | +4.9% | +66.0% | -61.0% | -8.4% |
| All | +5.0% | +30.3% | -25.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling