+45.9%
KDP vs BN
-6.6%
+52.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.4% |
| 7D | +0.3% | +3.6% | -3.3% | -0.2% |
| 30D | +16.3% | +15.9% | +0.5% | +14.8% |
| 3M | +24.0% | -2.3% | +26.3% | +23.2% |
| 6M | +30.0% | -8.4% | +38.4% | +29.3% |
| YTD | +36.1% | -5.9% | +42.0% | +33.7% |
| All | +45.9% | -6.6% | +52.6% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling