+32.5%
KDP vs BTDR
+80.1%
-47.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.7% |
| 7D | +8.2% | -7.4% | +15.6% | +8.2% |
| 30D | +18.4% | -33.4% | +51.8% | +18.2% |
| 3M | +29.2% | -26.3% | +55.5% | +29.1% |
| 6M | +32.3% | -52.4% | +84.7% | +31.9% |
| YTD | +38.5% | -42.8% | +81.3% | +38.1% |
| 1Y | +48.5% | -63.7% | +112.2% | +48.0% |
| 3Y | +32.5% | +61.5% | -29.0% | +30.1% |
| All | +32.5% | +80.1% | -47.6% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling