+15.2%
KDP vs BP
+34.1%
-18.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.3% | +3.9% | -2.7% | +1.5% |
| 30D | +6.0% | +7.6% | -1.6% | +6.4% |
| 3M | +9.2% | +0.7% | +8.5% | +9.8% |
| 6M | +14.7% | +15.5% | -0.8% | +14.8% |
| YTD | +19.2% | +30.8% | -11.6% | +19.2% |
| 1Y | +15.2% | +34.3% | -19.1% | +17.2% |
| All | +15.2% | +34.1% | -18.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling