+256.4%
KDP vs D
+44.7%
+211.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +8.2% | +2.4% | +5.8% | +7.5% |
| 30D | +18.4% | +10.9% | +7.4% | +15.0% |
| 3M | +29.2% | +2.8% | +26.4% | +28.2% |
| 6M | +32.3% | +12.7% | +19.6% | +27.6% |
| YTD | +38.5% | +20.3% | +18.2% | +31.1% |
| 1Y | +48.5% | +17.1% | +31.4% | +41.5% |
| 3Y | +32.5% | +75.1% | -42.7% | +12.0% |
| 5Y | +19.7% | +13.1% | +6.5% | +13.4% |
| 10Y | +256.4% | +48.3% | +208.1% | +198.0% |
| All | +256.4% | +44.7% | +211.6% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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