+1,232.8%
KDP vs BR
+1,414.2%
-181.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.2% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | +8.5% | +13.7% | -5.2% | +4.4% |
| 3M | +20.7% | +13.8% | +6.9% | +16.0% |
| 6M | +23.2% | +29.7% | -6.5% | +13.3% |
| YTD | +30.5% | -12.6% | +43.1% | +34.5% |
| 1Y | +35.9% | -12.4% | +48.3% | +39.9% |
| 3Y | +24.8% | +14.1% | +10.7% | +16.9% |
| 5Y | +13.4% | +18.7% | -5.3% | +3.0% |
| 10Y | +239.3% | +276.2% | -36.9% | +94.5% |
| All | +1,232.8% | +1,414.2% | -181.3% | +269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling