+5.1%
KDP vs BTDR
+28.1%
-23.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -0.1% |
| 7D | +2.1% | +22.4% | -20.3% | +2.0% |
| 30D | +8.5% | +16.5% | -8.0% | +8.4% |
| 3M | +6.6% | -31.5% | +38.1% | +6.7% |
| 6M | +17.1% | +74.0% | -57.0% | +16.4% |
| YTD | +19.0% | +13.0% | +6.0% | +18.7% |
| 1Y | +21.8% | -0.2% | +22.0% | +21.3% |
| 3Y | +6.4% | +9.9% | -3.4% | +3.5% |
| 5Y | +5.1% | +28.1% | -23.0% | +1.8% |
| All | +5.1% | +28.1% | -23.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling