+247.9%
KDP vs BTG
+164.8%
+83.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | -0.8% | -9.1% | +8.3% | -0.4% |
| 30D | +9.7% | -1.6% | +11.3% | +9.7% |
| 3M | +17.6% | -2.8% | +20.4% | +17.6% |
| 6M | +25.8% | -7.6% | +33.4% | +25.9% |
| YTD | +33.9% | +10.2% | +23.6% | +32.7% |
| 1Y | +38.9% | +21.3% | +17.6% | +37.2% |
| 3Y | +26.8% | +82.7% | -55.9% | +22.2% |
| 5Y | +16.3% | +30.8% | -14.5% | +12.8% |
| All | +247.9% | +164.8% | +83.1% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling