+5.0%
KDP vs BNS
+93.4%
-88.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +9.5% | +4.0% | +5.5% | +8.7% |
| 3M | +2.6% | +13.8% | -11.2% | 0.0% |
| 6M | +15.6% | +32.7% | -17.1% | +9.1% |
| YTD | +17.3% | +27.6% | -10.3% | +11.5% |
| 1Y | +20.1% | +47.4% | -27.3% | +10.6% |
| 3Y | +4.9% | +129.0% | -124.1% | -14.0% |
| 5Y | +5.0% | +92.7% | -87.7% | -8.4% |
| All | +5.0% | +93.4% | -88.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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