+256.4%
KDP vs BTI
+125.1%
+131.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.4% |
| 7D | +8.2% | -0.1% | +8.3% | +8.3% |
| 30D | +18.4% | +9.6% | +8.8% | +15.7% |
| 3M | +29.2% | +8.3% | +20.9% | +26.7% |
| 6M | +32.3% | +7.5% | +24.8% | +29.8% |
| YTD | +38.5% | +12.3% | +26.2% | +34.2% |
| 1Y | +48.5% | +16.2% | +32.3% | +42.7% |
| 3Y | +32.5% | +148.0% | -115.5% | +5.3% |
| 5Y | +19.7% | +153.2% | -133.6% | -5.5% |
| 10Y | +256.4% | +128.2% | +128.2% | +151.7% |
| All | +256.4% | +125.1% | +131.3% | +151.7% |
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