+6.8%
KDP vs BN
+37.9%
-31.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | -2.5% | +3.7% | +1.6% |
| 30D | +6.0% | -9.5% | +15.5% | +7.5% |
| 3M | +9.2% | -10.4% | +19.6% | +10.9% |
| 6M | +14.7% | -6.4% | +21.0% | +15.4% |
| YTD | +19.2% | -11.9% | +31.1% | +20.8% |
| 1Y | +15.2% | -8.6% | +23.8% | +15.8% |
| 3Y | +6.0% | +77.6% | -71.6% | -6.9% |
| All | +6.8% | +37.9% | -31.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling