+15.2%
KDP vs DE
+49.4%
-34.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | +10.0% | -8.8% | +0.3% |
| 30D | +6.0% | +13.3% | -7.3% | +4.6% |
| 3M | +9.2% | +17.5% | -8.3% | +7.2% |
| 6M | +14.7% | +13.6% | +1.1% | +13.1% |
| YTD | +19.2% | +49.8% | -30.6% | +15.0% |
| 1Y | +15.2% | +47.9% | -32.7% | +9.3% |
| All | +15.2% | +49.4% | -34.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling