+1,117.5%
KDP vs DD
+198.4%
+919.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +1.3% | -3.5% | +4.8% | +2.0% |
| 30D | +6.0% | -10.3% | +16.3% | +8.3% |
| 3M | +9.2% | -7.5% | +16.7% | +10.7% |
| 6M | +14.7% | -8.0% | +22.7% | +16.1% |
| YTD | +19.2% | +10.5% | +8.7% | +16.0% |
| 1Y | +15.2% | +38.3% | -23.1% | +6.6% |
| 3Y | +6.0% | +42.5% | -36.5% | -4.3% |
| 5Y | +5.4% | +60.2% | -54.7% | -8.6% |
| 10Y | +171.9% | +68.9% | +103.0% | +118.8% |
| All | +1,117.5% | +198.4% | +919.0% | +695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling