+15.2%
KDP vs BTG
+38.4%
-23.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +6.0% | +36.8% | -30.8% | +5.1% |
| 3M | +9.2% | +23.1% | -13.9% | +8.8% |
| 6M | +14.7% | +3.5% | +11.2% | +15.1% |
| YTD | +19.2% | +25.5% | -6.3% | +18.9% |
| 1Y | +15.2% | +40.1% | -24.9% | +20.8% |
| All | +15.2% | +38.4% | -23.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling