+1,117.5%
KDP vs BTI
+303.0%
+814.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +6.0% | -6.6% | +12.6% | +8.2% |
| 3M | +9.2% | -3.0% | +12.2% | +10.2% |
| 6M | +14.7% | -6.7% | +21.4% | +16.9% |
| YTD | +19.2% | +0.6% | +18.6% | +18.5% |
| 1Y | +15.2% | +5.6% | +9.6% | +12.7% |
| 3Y | +6.0% | +110.3% | -104.4% | -17.0% |
| 5Y | +5.4% | +114.3% | -108.8% | -18.6% |
| 10Y | +171.9% | +67.7% | +104.2% | +116.9% |
| All | +1,117.5% | +303.0% | +814.5% | +552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling