+5.0%
KDP vs BND
-1.8%
+6.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.6% | -0.1% | -1.4% | -1.5% |
| 30D | +9.5% | -0.2% | +9.7% | +9.6% |
| 3M | +2.6% | -0.7% | +3.3% | +3.0% |
| 6M | +15.6% | -1.7% | +17.3% | +16.5% |
| YTD | +17.3% | -0.5% | +17.9% | +17.7% |
| 1Y | +20.1% | +0.4% | +19.7% | +20.0% |
| 3Y | +4.9% | +13.1% | -8.2% | -0.3% |
| 5Y | +5.0% | -2.1% | +7.1% | -3.0% |
| All | +5.0% | -1.8% | +6.8% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling