+142.6%
KDP vs DBX
+11.7%
+130.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.8% |
| 7D | +8.2% | -7.3% | +15.5% | +9.2% |
| 30D | +18.4% | -5.7% | +24.1% | +19.2% |
| 3M | +29.2% | -6.3% | +35.6% | +30.1% |
| 6M | +32.3% | +12.1% | +20.2% | +29.9% |
| YTD | +38.5% | +16.5% | +21.9% | +35.0% |
| 1Y | +48.5% | +6.1% | +42.4% | +46.4% |
| 3Y | +32.5% | +21.8% | +10.7% | +25.6% |
| 5Y | +19.7% | +19.1% | +0.6% | +12.1% |
| All | +142.6% | +11.7% | +130.9% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling