+169.5%
KDP vs BNY
+416.3%
-246.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +6.2% | -0.2% | +6.4% | +6.2% |
| 3M | +1.2% | +14.9% | -13.7% | -1.8% |
| 6M | +15.3% | +40.0% | -24.6% | +7.2% |
| YTD | +14.8% | +42.0% | -27.2% | +6.1% |
| 1Y | +17.6% | +56.9% | -39.2% | +6.2% |
| 3Y | +2.1% | +289.9% | -287.7% | -25.6% |
| 5Y | +2.7% | +259.2% | -256.5% | -25.0% |
| All | +169.5% | +416.3% | -246.8% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling