+29.7%
KDP vs BTSG
+505.2%
-475.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | +4.0% | -0.1% | +3.8% |
| 30D | +16.8% | +15.3% | +1.5% | +16.1% |
| 3M | +32.0% | +25.4% | +6.6% | +30.8% |
| 6M | +35.2% | +31.9% | +3.3% | +33.6% |
| YTD | +40.9% | +93.9% | -53.0% | +37.4% |
| 1Y | +47.7% | +114.2% | -66.5% | +43.4% |
| All | +29.7% | +505.2% | -475.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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