+6.7%
KDP vs DD
+46.1%
-39.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +1.3% | -3.5% | +4.8% | +1.7% |
| 30D | +6.0% | -10.3% | +16.3% | +7.4% |
| 3M | +9.2% | -7.5% | +16.7% | +10.2% |
| 6M | +14.7% | -8.0% | +22.7% | +15.6% |
| YTD | +19.2% | +10.5% | +8.7% | +17.3% |
| 1Y | +15.2% | +38.3% | -23.1% | +9.9% |
| All | +6.7% | +46.1% | -39.4% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling