+247.9%
KDP vs BTI
+131.8%
+116.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | +9.7% | +9.2% | +0.5% | +7.4% |
| 3M | +17.6% | +9.6% | +8.0% | +14.9% |
| 6M | +25.8% | -2.4% | +28.2% | +26.3% |
| YTD | +33.9% | +14.2% | +19.6% | +29.2% |
| 1Y | +38.9% | +20.3% | +18.6% | +32.3% |
| 3Y | +26.8% | +147.4% | -120.6% | +0.8% |
| 5Y | +16.3% | +155.4% | -139.1% | -8.5% |
| All | +247.9% | +131.8% | +116.1% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling