+1,277.4%
KDP vs BTG
+392.0%
+885.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +6.0% | +36.8% | -30.8% | +4.9% |
| 3M | +9.2% | +23.1% | -13.9% | +8.3% |
| 6M | +14.7% | +3.5% | +11.2% | +14.3% |
| YTD | +19.2% | +25.5% | -6.3% | +17.9% |
| 1Y | +15.2% | +40.1% | -24.9% | +13.4% |
| 3Y | +6.0% | +101.1% | -95.1% | +2.6% |
| 5Y | +5.4% | +70.6% | -65.2% | +2.1% |
| 10Y | +171.9% | +152.1% | +19.7% | +157.5% |
| All | +1,277.4% | +392.0% | +885.4% | +979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling