+1,117.5%
KDP vs D
+219.7%
+897.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +1.3% | +0.4% | +0.8% | +1.1% |
| 30D | +6.0% | -3.6% | +9.5% | +7.4% |
| 3M | +9.2% | -1.0% | +10.2% | +9.5% |
| 6M | +14.7% | +6.3% | +8.4% | +11.8% |
| YTD | +19.2% | +14.7% | +4.5% | +12.8% |
| 1Y | +15.2% | +16.9% | -1.8% | +7.9% |
| 3Y | +6.0% | +56.8% | -50.8% | -12.4% |
| 5Y | +5.4% | +5.2% | +0.2% | +0.5% |
| 10Y | +171.9% | +35.9% | +136.0% | +118.7% |
| All | +1,117.5% | +219.7% | +897.7% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling