+18.1%
KDP vs BTDR
-44.0%
+62.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.6% | +11.2% | +2.6% |
| 7D | -0.8% | -6.9% | +6.1% | -0.8% |
| 30D | +9.7% | -31.5% | +41.3% | +9.8% |
| 3M | +17.6% | -36.1% | +53.7% | +17.6% |
| 6M | +25.8% | -57.6% | +83.4% | +25.8% |
| YTD | +33.9% | -50.0% | +83.9% | +33.6% |
| 1Y | +38.9% | -49.6% | +88.5% | +38.6% |
| 3Y | +26.8% | +48.5% | -21.7% | +21.1% |
| 5Y | +16.3% | -43.8% | +60.2% | +13.3% |
| All | +18.1% | -44.0% | +62.1% | +14.9% |
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