+16.2%
KDP vs BR
+18.8%
-2.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +9.7% | +14.4% | -4.7% | +6.8% |
| 3M | +17.6% | +12.4% | +5.2% | +14.8% |
| 6M | +25.8% | +35.4% | -9.7% | +18.1% |
| YTD | +33.9% | -12.2% | +46.0% | +37.6% |
| 1Y | +38.9% | -12.7% | +51.6% | +43.0% |
| 3Y | +26.8% | +14.3% | +12.5% | +21.4% |
| All | +16.2% | +18.8% | -2.6% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling