+5.1%
KDP vs BTI
+115.0%
-109.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +2.1% | -1.4% | +3.4% | +2.5% |
| 30D | +8.5% | -7.0% | +15.5% | +10.8% |
| 3M | +6.6% | -6.3% | +12.9% | +8.7% |
| 6M | +17.1% | -2.0% | +19.0% | +17.6% |
| YTD | +19.0% | +0.2% | +18.9% | +18.7% |
| 1Y | +21.8% | +3.8% | +18.0% | +20.1% |
| 3Y | +6.4% | +112.1% | -105.6% | -15.5% |
| 5Y | +5.1% | +113.6% | -108.5% | -19.3% |
| All | +5.1% | +115.0% | -109.8% | -19.3% |
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 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