+1.5%
KDP vs BTDR
+15.3%
-13.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.9% |
| 7D | -4.3% | -3.2% | -1.1% | -4.3% |
| 30D | +7.8% | +32.7% | -24.9% | +7.7% |
| 3M | -0.1% | -28.4% | +28.3% | 0.0% |
| 6M | +14.0% | +51.7% | -37.7% | +13.5% |
| YTD | +15.1% | +2.9% | +12.2% | +14.7% |
| 1Y | +18.5% | -15.5% | +34.0% | +18.2% |
| 3Y | +2.9% | 0.0% | +2.9% | +0.1% |
| 5Y | +3.0% | +16.5% | -13.5% | +0.2% |
| All | +1.5% | +15.3% | -13.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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