+5.1%
KDP vs DE
+95.7%
-90.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +8.5% | +9.6% | -1.2% | +7.0% |
| 3M | +6.6% | +19.0% | -12.4% | +3.9% |
| 6M | +17.1% | +16.1% | +1.0% | +14.3% |
| YTD | +19.0% | +47.0% | -28.0% | +12.2% |
| 1Y | +21.8% | +43.1% | -21.4% | +15.0% |
| 3Y | +6.4% | +77.5% | -71.1% | -3.4% |
| 5Y | +5.1% | +96.4% | -91.2% | -6.9% |
| All | +5.1% | +95.7% | -90.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling