+26.8%
KDP vs BP
+51.6%
-24.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | -0.8% | +3.8% | -4.6% | -0.8% |
| 30D | +9.7% | -5.3% | +15.0% | +9.7% |
| 3M | +17.6% | +9.3% | +8.4% | +17.4% |
| 6M | +25.8% | +7.2% | +18.6% | +25.7% |
| YTD | +33.9% | +38.0% | -4.2% | +32.0% |
| 1Y | +38.9% | +33.2% | +5.7% | +37.2% |
| 3Y | +26.8% | +50.3% | -23.5% | +23.5% |
| All | +26.8% | +51.6% | -24.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling