+256.4%
KDP vs DD
+100.9%
+155.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.6% |
| 7D | +8.2% | +2.2% | +6.0% | +7.8% |
| 30D | +18.4% | +20.7% | -2.3% | +14.5% |
| 3M | +29.2% | +11.3% | +17.9% | +26.7% |
| 6M | +32.3% | +6.0% | +26.3% | +30.5% |
| YTD | +38.5% | +31.7% | +6.8% | +31.3% |
| 1Y | +48.5% | +32.2% | +16.3% | +40.7% |
| 3Y | +32.5% | +92.7% | -60.2% | +15.7% |
| 5Y | +19.7% | +72.1% | -52.4% | +5.2% |
| 10Y | +256.4% | +99.7% | +156.7% | +181.3% |
| All | +256.4% | +100.9% | +155.5% | +181.3% |
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