+256.4%
KDP vs BP
+124.7%
+131.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | -6.3% | +14.5% | +9.0% |
| 30D | +18.4% | -3.6% | +22.0% | +18.7% |
| 3M | +29.2% | +5.2% | +24.0% | +28.1% |
| 6M | +32.3% | +5.3% | +26.9% | +30.9% |
| YTD | +38.5% | +33.1% | +5.3% | +32.4% |
| 1Y | +48.5% | +26.3% | +22.2% | +43.0% |
| 3Y | +32.5% | +47.5% | -15.0% | +23.7% |
| 5Y | +19.7% | +106.2% | -86.5% | +4.0% |
| 10Y | +256.4% | +127.0% | +129.4% | +205.8% |
| All | +256.4% | +124.7% | +131.7% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling