+1,278.3%
KDP vs BN
+678.9%
+599.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +2.2% | +5.3% | -3.1% | +0.8% |
| 30D | +19.9% | +11.9% | +8.0% | +16.3% |
| 3M | +21.5% | -5.7% | +27.2% | +23.4% |
| 6M | +30.1% | -10.6% | +40.7% | +33.7% |
| YTD | +34.9% | -9.4% | +44.3% | +37.2% |
| 1Y | +43.4% | -8.8% | +52.2% | +45.3% |
| 3Y | +29.1% | +95.6% | -66.5% | +1.2% |
| 5Y | +15.0% | +30.2% | -15.2% | -0.5% |
| 10Y | +234.1% | +277.0% | -42.9% | +92.8% |
| All | +1,278.3% | +678.9% | +599.4% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling