+169.5%
KDP vs BR
+189.7%
-20.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.7% | -3.0% | -0.7% | -3.1% |
| 30D | +6.2% | -0.3% | +6.5% | +6.2% |
| 3M | +1.2% | +17.3% | -16.1% | -2.4% |
| 6M | +15.3% | -6.7% | +22.0% | +16.6% |
| YTD | +14.8% | -23.4% | +38.2% | +21.2% |
| 1Y | +17.6% | -32.7% | +50.3% | +28.0% |
| 3Y | +2.1% | -5.9% | +8.0% | +1.9% |
| 5Y | +2.7% | +8.4% | -5.7% | -2.3% |
| All | +169.5% | +189.7% | -20.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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