+256.4%
KDP vs BN
+280.2%
-23.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +8.2% | +4.3% | +3.9% | +7.2% |
| 30D | +18.4% | +14.3% | +4.1% | +15.0% |
| 3M | +29.2% | -4.1% | +33.3% | +30.3% |
| 6M | +32.3% | -9.7% | +41.9% | +34.8% |
| YTD | +38.5% | -7.1% | +45.6% | +39.5% |
| 1Y | +48.5% | -7.4% | +55.9% | +49.6% |
| 3Y | +32.5% | +102.3% | -69.9% | +7.7% |
| 5Y | +19.7% | +35.9% | -16.3% | +6.1% |
| 10Y | +256.4% | +289.2% | -32.8% | +141.6% |
| All | +256.4% | +280.2% | -23.9% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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