+17.0%
KDP vs DD
+58.5%
-41.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +2.2% | +4.6% | -2.4% | +1.3% |
| 30D | +19.9% | +11.8% | +8.2% | +17.6% |
| 3M | +21.5% | +2.2% | +19.3% | +20.8% |
| 6M | +30.1% | -1.6% | +31.7% | +30.0% |
| YTD | +34.9% | +23.0% | +11.9% | +29.5% |
| 1Y | +43.4% | +26.9% | +16.4% | +36.8% |
| 3Y | +29.1% | +77.9% | -48.8% | +13.6% |
| All | +17.0% | +58.5% | -41.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling