+24.3%
KDP vs BTDR
-29.7%
+54.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | +1.8% |
| 7D | +4.0% | +7.7% | -3.7% | +4.0% |
| 30D | +16.8% | -24.1% | +40.9% | +16.9% |
| 3M | +32.0% | -19.1% | +51.1% | +32.0% |
| 6M | +35.2% | -46.6% | +81.8% | +35.2% |
| YTD | +40.9% | -37.3% | +78.2% | +40.6% |
| 1Y | +47.7% | -53.2% | +100.9% | +47.6% |
| 3Y | +34.8% | +77.1% | -42.3% | +28.9% |
| 5Y | +22.6% | -29.7% | +52.3% | +19.4% |
| All | +24.3% | -29.7% | +54.0% | +20.9% |
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