+43.4%
KDP vs BP
+31.5%
+11.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.2% | -11.6% | +13.8% | +1.7% |
| 30D | +19.9% | 0.0% | +19.9% | +19.6% |
| 3M | +21.5% | +6.7% | +14.7% | +21.4% |
| 6M | +30.1% | +2.2% | +27.9% | +30.6% |
| YTD | +34.9% | +33.0% | +2.0% | +31.0% |
| 1Y | +43.4% | +30.7% | +12.7% | +40.5% |
| All | +43.4% | +31.5% | +11.9% | +40.5% |
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