+175.8%
KDP vs DD
+69.4%
+106.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | +8.5% | -7.4% | +15.9% | +9.8% |
| 3M | +6.6% | -6.4% | +13.0% | +7.6% |
| 6M | +17.1% | -2.5% | +19.5% | +17.1% |
| YTD | +19.0% | +10.2% | +8.8% | +16.5% |
| 1Y | +21.8% | +36.9% | -15.2% | +14.5% |
| 3Y | +6.4% | +47.0% | -40.6% | -2.6% |
| 5Y | +5.1% | +63.1% | -58.0% | -6.8% |
| 10Y | +175.8% | +68.2% | +107.7% | +115.7% |
| All | +175.8% | +69.4% | +106.5% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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