+17.9%
KDP vs BTI
+151.5%
-133.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | +0.3% | -2.9% | +3.3% | +1.3% |
| 30D | +16.3% | +8.3% | +8.0% | +13.7% |
| 3M | +24.0% | +2.9% | +21.1% | +22.9% |
| 6M | +30.0% | +6.2% | +23.8% | +27.5% |
| YTD | +36.1% | +10.9% | +25.2% | +31.6% |
| 1Y | +46.8% | +16.6% | +30.3% | +40.0% |
| 3Y | +30.5% | +142.2% | -111.8% | -0.6% |
| 5Y | +17.9% | +151.3% | -133.4% | -18.1% |
| All | +17.9% | +151.5% | -133.6% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling