+17.9%
KDP vs D
+14.9%
+3.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | +0.3% | +0.8% | -0.4% | +0.1% |
| 30D | +16.3% | +10.7% | +5.6% | +12.6% |
| 3M | +24.0% | +2.3% | +21.7% | +23.0% |
| 6M | +30.0% | +12.5% | +17.5% | +24.9% |
| YTD | +36.1% | +20.1% | +16.0% | +27.9% |
| 1Y | +46.8% | +15.6% | +31.3% | +39.6% |
| 3Y | +30.5% | +75.2% | -44.7% | +7.5% |
| 5Y | +17.9% | +14.6% | +3.3% | +12.8% |
| All | +17.9% | +14.9% | +3.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling