+43.5%
KDP vs BTI
+24.7%
+18.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.4% | +2.5% | +4.5% |
| 7D | +5.3% | +5.3% | 0.0% | +3.3% |
| 30D | +19.1% | +19.1% | 0.0% | +11.9% |
| 3M | +19.2% | +6.5% | +12.6% | +16.2% |
| 6M | +29.3% | +9.4% | +19.9% | +25.1% |
| YTD | +35.5% | +14.4% | +21.1% | +30.0% |
| 1Y | +43.5% | +23.9% | +19.6% | +37.0% |
| All | +43.5% | +24.7% | +18.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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