+6.4%
KDP vs BND
+13.3%
-6.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +8.5% | -0.4% | +8.8% | +8.7% |
| 3M | +6.6% | -0.2% | +6.8% | +6.8% |
| 6M | +17.1% | -1.2% | +18.2% | +17.9% |
| YTD | +19.0% | -0.3% | +19.4% | +19.3% |
| 1Y | +21.8% | +0.4% | +21.4% | +21.7% |
| 3Y | +6.4% | +13.4% | -7.0% | 0.0% |
| All | +6.4% | +13.3% | -6.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 3y: compounded portfolio wealth divided by compounded BND 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…
3y analysis · Full analysis span regression · 6 months rolling