+30.0%
KDP vs DAL
+162.4%
-132.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.5% |
| 7D | +4.5% | +4.6% | -0.1% | +4.2% |
| 30D | +18.5% | +2.3% | +16.2% | +18.3% |
| 3M | +20.8% | -8.1% | +28.9% | +21.3% |
| 6M | +29.4% | +21.4% | +8.0% | +28.2% |
| YTD | +35.9% | +24.3% | +11.6% | +34.2% |
| 1Y | +42.5% | +47.4% | -4.9% | +39.7% |
| All | +30.0% | +162.4% | -132.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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