+1,117.5%
KDP vs BNS
+354.4%
+763.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +1.3% | +1.5% | -0.3% | +0.8% |
| 30D | +6.0% | +6.0% | 0.0% | +4.0% |
| 3M | +9.2% | +16.3% | -7.2% | +4.0% |
| 6M | +14.7% | +28.8% | -14.1% | +5.8% |
| YTD | +19.2% | +30.0% | -10.8% | +9.4% |
| 1Y | +15.2% | +50.7% | -35.5% | +1.0% |
| 3Y | +6.0% | +125.4% | -119.4% | -19.0% |
| 5Y | +5.4% | +94.2% | -88.8% | -16.4% |
| 10Y | +171.9% | +182.8% | -11.0% | +85.1% |
| All | +1,117.5% | +354.4% | +763.1% | +501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling