+23.2%
KDP vs DE
+15.4%
+7.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.5% | -7.1% |
| 7D | -4.0% | +2.3% | -6.3% | -4.2% |
| 30D | +8.5% | +4.4% | +4.0% | +8.0% |
| 3M | +20.7% | +9.8% | +10.9% | +19.6% |
| 6M | +23.2% | +15.8% | +7.4% | +21.2% |
| All | +23.2% | +15.4% | +7.8% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling