+43.5%
KDP vs BTG
+24.4%
+19.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.7% | -2.8% | +5.5% |
| 7D | +5.3% | -0.2% | +5.5% | +5.2% |
| 30D | +19.1% | -0.8% | +19.9% | +18.9% |
| 3M | +19.2% | +31.8% | -12.7% | +17.7% |
| 6M | +29.3% | +20.4% | +8.8% | +28.0% |
| YTD | +35.5% | +14.7% | +20.8% | +34.4% |
| 1Y | +43.5% | +29.4% | +14.1% | +42.7% |
| All | +43.5% | +24.4% | +19.1% | +42.7% |
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