-2.5%
KDP vs BOXX
+18.5%
-21.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -3.7% | +0.1% | -3.7% | -3.8% |
| 30D | +6.2% | +0.3% | +5.9% | +5.3% |
| 3M | +1.2% | +1.0% | +0.2% | -1.5% |
| 6M | +15.3% | +1.9% | +13.4% | +10.6% |
| YTD | +14.8% | +2.7% | +12.1% | +9.0% |
| 1Y | +17.6% | +4.0% | +13.6% | +10.0% |
| 3Y | +2.1% | +14.7% | -12.5% | -14.2% |
| All | -2.5% | +18.5% | -21.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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