+18.5%
KDP vs BTI
+2.8%
+15.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | -4.3% | -2.0% | -2.3% | -3.6% |
| 30D | +7.8% | -3.4% | +11.2% | +9.1% |
| 3M | -0.1% | -9.0% | +8.9% | +3.1% |
| 6M | +14.0% | -5.0% | +19.0% | +15.7% |
| YTD | +15.1% | -0.3% | +15.4% | +15.9% |
| 1Y | +18.5% | +3.1% | +15.4% | +20.1% |
| All | +18.5% | +2.8% | +15.7% | +20.1% |
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