+17.0%
KDP vs DAR
-41.1%
+58.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +2.2% | -9.9% | +12.1% | +3.0% |
| 30D | +19.9% | -16.4% | +36.3% | +21.5% |
| 3M | +21.5% | -17.1% | +38.5% | +23.0% |
| 6M | +30.1% | -20.5% | +50.6% | +32.0% |
| YTD | +34.9% | +39.4% | -4.5% | +30.1% |
| 1Y | +43.4% | +57.2% | -13.8% | +36.7% |
| 3Y | +29.1% | +13.9% | +15.2% | +24.8% |
| All | +17.0% | -41.1% | +58.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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