+1,278.3%
KDP vs BP
+65.6%
+1,212.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.2% | -11.6% | +13.8% | +4.4% |
| 30D | +19.9% | 0.0% | +19.9% | +19.7% |
| 3M | +21.5% | +6.7% | +14.7% | +19.6% |
| 6M | +30.1% | +2.2% | +27.9% | +28.7% |
| YTD | +34.9% | +33.0% | +2.0% | +26.4% |
| 1Y | +43.4% | +30.7% | +12.7% | +34.6% |
| 3Y | +29.1% | +44.2% | -15.1% | +17.3% |
| 5Y | +15.0% | +105.1% | -90.2% | -5.3% |
| 10Y | +234.1% | +133.5% | +100.6% | +150.2% |
| All | +1,278.3% | +65.6% | +1,212.7% | +866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling