+1,407.8%
KDP vs BTG
+336.6%
+1,071.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.2% | -3.2% | -7.3% |
| 7D | -4.0% | -5.9% | +1.9% | -3.8% |
| 30D | +8.5% | -5.0% | +13.4% | +8.6% |
| 3M | +20.7% | -4.5% | +25.1% | +20.8% |
| 6M | +23.2% | -7.0% | +30.2% | +23.2% |
| YTD | +30.5% | +11.4% | +19.1% | +29.5% |
| 1Y | +35.9% | +20.1% | +15.7% | +34.4% |
| 3Y | +24.8% | +81.5% | -56.7% | +21.2% |
| 5Y | +13.4% | +32.1% | -18.7% | +10.6% |
| 10Y | +239.3% | +166.4% | +72.9% | +221.2% |
| All | +1,407.8% | +336.6% | +1,071.3% | +1,085.5% |
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