+29.1%
KDP vs D
+79.5%
-50.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +2.2% | +3.0% | -0.8% | +1.3% |
| 30D | +19.9% | +11.5% | +8.5% | +16.1% |
| 3M | +21.5% | +3.7% | +17.8% | +20.0% |
| 6M | +30.1% | +13.5% | +16.6% | +24.9% |
| YTD | +34.9% | +20.7% | +14.2% | +27.1% |
| 1Y | +43.4% | +18.2% | +25.2% | +35.7% |
| 3Y | +29.1% | +73.3% | -44.2% | +9.8% |
| All | +29.1% | +79.5% | -50.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling