+105.6%
KDP vs DBX
+19.3%
+86.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.8% | -1.7% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +9.5% | 0.0% | +9.5% | +9.4% |
| 3M | +2.6% | +26.1% | -23.5% | -0.5% |
| 6M | +15.6% | +29.4% | -13.7% | +11.4% |
| YTD | +17.3% | +24.4% | -7.1% | +13.5% |
| 1Y | +20.1% | +10.9% | +9.2% | +17.7% |
| 3Y | +4.9% | +24.1% | -19.2% | -0.6% |
| 5Y | +5.0% | +7.8% | -2.8% | 0.0% |
| All | +105.6% | +19.3% | +86.3% | +76.1% |
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