+1,117.5%
KDP vs BN
+657.4%
+460.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | -2.5% | +3.7% | +2.0% |
| 30D | +6.0% | -9.5% | +15.5% | +8.9% |
| 3M | +9.2% | -10.4% | +19.6% | +12.4% |
| 6M | +14.7% | -6.4% | +21.0% | +16.1% |
| YTD | +19.2% | -11.9% | +31.1% | +22.2% |
| 1Y | +15.2% | -8.6% | +23.8% | +16.5% |
| 3Y | +6.0% | +77.6% | -71.6% | -14.7% |
| 5Y | +5.4% | +37.0% | -31.6% | -10.5% |
| 10Y | +171.9% | +266.4% | -94.5% | +58.2% |
| All | +1,117.5% | +657.4% | +460.1% | +343.4% |
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 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